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

V-Lab

| |

V-Lab

Siemens AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:32.35% (+2.41%)

Analysis last updated: Thursday, November 21, 2024 at 12:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8682	5.02
$α$	0.0527	59.98
$β$	0.9967	1592.24
$ν$	6	12.27

Estimation Period:
Jan 2, 1990 to Nov 15, 2024