V-Lab: Siemens AG MF2-GARCH Volatility Analysis

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Siemens AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:35.82% (-1.51%)

Analysis last updated: Sunday, November 30, 2025 at 02:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0187	8.72
$β$	0.8676	127.74
$γ$	0.0837	20.45
$λ_{1}$	0.0093	2.53
$λ_{2}$	0.0250	2.78
$λ_{3}$	0.9720	97.96

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

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