V-Lab: Siemens AG GJR-GARCH Volatility Analysis

V-Lab

Siemens AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:32.05% (-0.75%)

Analysis last updated: Saturday, May 31, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0235	9.63
$α$	0.0253	14.86
$β$	0.9471	630.17
$γ$	0.0418	10.58

Estimation Period:
Jan 2, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts