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

V-Lab

Siemens AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:32.91% (+0.90%)

Analysis last updated: Saturday, August 9, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9896	5.03
$α$	0.0539	61.07
$β$	0.9967	1,559.72
$ν$	6.1673	12.67

Estimation Period:
Jan 2, 1990 to Aug 8, 2025