Siemens AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:22.44% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9088 | 4.96 | |
| 0.0536 | 60.44 | |
| 0.9966 | 1,498.63 | |
| 6.1597 | 12.46 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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