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

V-Lab

Siemens AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:36.05% (-1.48%)

Analysis last updated: Sunday, May 11, 2025 at 02:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9961	5.06
$α$	0.0538	60.94
$β$	0.9967	1,592.17
$ν$	6.1726	12.76

Estimation Period:
Jan 2, 1990 to May 9, 2025