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

V-Lab

Siemens AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:28.66% (-0.32%)

Analysis last updated: Wednesday, July 16, 2025 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9522	4.98
$α$	0.0541	60.56
$β$	0.9966	1,514.59
$ν$	6.1784	12.47

Estimation Period:
Jan 2, 1990 to Jul 11, 2025