Siemens AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:26.55% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9144 | 4.96 | |
| 0.0536 | 60.53 | |
| 0.9966 | 1,505.43 | |
| 6.1520 | 12.52 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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