V-Lab
Siemens AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:22.47% (-0.16%)
Analysis last updated: Tuesday, November 12, 2024 at 08:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 9.22 | |
| 0.0225 | 13.91 | |
| 0.9506 | 660.58 | |
| 0.0410 | 10.87 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024