V-Lab
Siemens AG GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:23.45% (+0.06%)
Analysis last updated: Tuesday, November 12, 2024 at 08:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 11.74 | |
| 0.0454 | 30.86 | |
| 0.9492 | 595.10 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024