Siemens AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:23.85% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9213 | 4.94 | |
| 0.0534 | 60.85 | |
| 0.9966 | 1,503.17 | |
| 6.0992 | 12.71 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
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