V-Lab: Siemens AG GJR-GARCH Volatility Analysis

V-Lab

Siemens AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:24.84% (-0.47%)

Analysis last updated: Thursday, July 31, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0239	9.75
$α$	0.0255	14.99
$β$	0.9467	635.76
$γ$	0.0421	10.63

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts