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, January 7th, 2025:20.62% (+2.59%)

Analysis last updated: Tuesday, January 7, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7856	4.93
$α$	0.0530	59.33
$β$	0.9966	1500.95
$ν$	6	12.07

Estimation Period:
Jan 2, 1990 to Jan 3, 2025