V-Lab: Siemens AG GJR-GARCH Volatility Analysis

V-Lab

Siemens AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:25.00% (+0.42%)

Analysis last updated: Wednesday, June 25, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0246	9.83
$α$	0.0260	15.10
$β$	0.9455	620.79
$γ$	0.0429	10.60

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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