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

V-Lab

Siemens AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:23.58% (+0.28%)

Analysis last updated: Thursday, June 19, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9245	4.94
$α$	0.0545	60.01
$β$	0.9965	1,467.65
$ν$	6.1720	12.38

Estimation Period:
Jan 2, 1990 to Jun 13, 2025