V-Lab: Siemens AG MF2-GARCH Volatility Analysis

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V-Lab

Siemens AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:38.24% (+12.68%)

Analysis last updated: Wednesday, March 5, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0159	7.45
$β$	0.8741	132.19
$γ$	0.0828	20.17
$λ_{1}$	0.0097	2.53
$λ_{2}$	0.0254	2.66
$λ_{3}$	0.9714	91.77

Estimation Period:
Jan 2, 1990 to Feb 28, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts