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

V-Lab

Siemens AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:24.53% (+2.07%)

Analysis last updated: Wednesday, June 25, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9174	4.93
$α$	0.0546	59.98
$β$	0.9965	1,450.52
$ν$	6.1752	12.32

Estimation Period:
Jan 2, 1990 to Jun 20, 2025