Siemens AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:24.67% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9244 | 4.95 | |
| 0.0534 | 60.88 | |
| 0.9966 | 1,505.44 | |
| 6.0981 | 12.72 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
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