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

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V-Lab

Siemens AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:24.30% (+0.36%)

Analysis last updated: Tuesday, November 12, 2024 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8152	4.99
$α$	0.0525	59.63
$β$	0.9967	1567.18
$ν$	6	12.06

Estimation Period:
Jan 2, 1990 to Nov 8, 2024