V-Lab: Siemens AG MF2-GARCH Volatility Analysis

V-Lab

Siemens AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:54.59% (-2.47%)

Analysis last updated: Wednesday, April 16, 2025 at 02:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0171	7.94
$β$	0.8714	132.28
$γ$	0.0853	20.66
$λ_{1}$	0.0099	2.60
$λ_{2}$	0.0262	2.71
$λ_{3}$	0.9706	90.91

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts