V-Lab: Siemens AG MF2-GARCH Volatility Analysis

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Siemens AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:24.73% (+0.61%)

Analysis last updated: Friday, November 7, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0175	8.21
$β$	0.8691	131.08
$γ$	0.0854	20.93
$λ_{1}$	0.0098	2.60
$λ_{2}$	0.0255	2.75
$λ_{3}$	0.9713	94.68

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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