V-Lab: Siemens AG MF2-GARCH Volatility Analysis

V-Lab

Siemens AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:25.72% (-0.47%)

Analysis last updated: Saturday, August 30, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0175	8.19
$β$	0.8685	131.73
$γ$	0.0864	21.11
$λ_{1}$	0.0098	2.62
$λ_{2}$	0.0255	2.77
$λ_{3}$	0.9713	95.46

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts