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

V-Lab

Siemens AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:25.39% (-1.05%)

Analysis last updated: Saturday, August 30, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9313	4.97
$α$	0.0539	60.57
$β$	0.9966	1,507.71
$ν$	6.1662	12.48

Estimation Period:
Jan 2, 1990 to Aug 29, 2025