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

V-Lab

Siemens AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:50.45% (-2.14%)

Analysis last updated: Thursday, April 17, 2025 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1150	5.17
$α$	0.0541	61.89
$β$	0.9968	1,698.13
$ν$	6.1833	13.11

Estimation Period:
Jan 2, 1990 to Apr 11, 2025