V-Lab
V-Lab
Siemens AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 25th, 2025:28.07% (-0.44%)
Analysis last updated: Saturday, August 23, 2025 at 11:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Siemens AG GJR-GARCH
paramt-stat
ω0.02369.74
α0.025414.98
β0.9471640.78
γ0.041610.54
Estimation Period:
Jan 2, 1990 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts