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

V-Lab

Siemens AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:32.15% (-1.30%)

Analysis last updated: Saturday, May 31, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9710	5.03
$α$	0.0538	60.70
$β$	0.9967	1,557.28
$ν$	6.1794	12.61

Estimation Period:
Jan 2, 1990 to May 30, 2025