Siemens AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:42.60% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0688 | 5.02 | |
| 0.0538 | 62.01 | |
| 0.9967 | 1,582.04 | |
| 6.0643 | 13.22 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
Other GAS-GARCH Student T Analyses on International Equities