V-Lab: Siemens AG GAS-GARCH Student T Volatility Analysis

V-Lab

Siemens AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:21.94% (+0.04%)

Analysis last updated: Friday, September 26, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9114	4.95
$α$	0.0538	60.44
$β$	0.9966	1,494.12
$ν$	6.1536	12.49

Estimation Period:
Jan 2, 1990 to Sep 19, 2025