V-Lab
Siemens AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:31.54% (+2.48%)
Analysis last updated: Thursday, November 21, 2024 at 12:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 9.25 | |
| 0.0228 | 13.99 | |
| 0.9502 | 656.64 | |
| 0.0413 | 10.87 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024