Siemens AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:22.46% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9031 | 4.93 | |
| 0.0533 | 60.68 | |
| 0.9966 | 1,494.14 | |
| 6.1086 | 12.62 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
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