V-Lab
V-Lab
Siemens AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 29th, 2025:44.61% (-1.00%)
Analysis last updated: Tuesday, April 29, 2025 at 10:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Siemens AG GJR-GARCH
paramt-stat
ω0.02289.48
α0.025014.77
β0.9480636.69
γ0.041210.54
Estimation Period:
Jan 2, 1990 to Apr 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts