V-Lab: Siemens AG MF2-GARCH Volatility Analysis

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Siemens AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:28.33% (-0.66%)

Analysis last updated: Friday, October 17, 2025 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0174	8.17
$β$	0.8692	131.54
$γ$	0.0856	20.98
$λ_{1}$	0.0097	2.61
$λ_{2}$	0.0254	2.76
$λ_{3}$	0.9714	95.36

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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