V-Lab: Siemens AG GJR-GARCH Volatility Analysis

V-Lab

Siemens AG GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:26.56% (-0.58%)

Analysis last updated: Friday, July 11, 2025 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0241	9.78
$α$	0.0257	15.01
$β$	0.9463	631.70
$γ$	0.0423	10.60

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts