V-Lab: Siemens AG MF2-GARCH Volatility Analysis

V-Lab

Siemens AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:26.26% (+0.13%)

Analysis last updated: Friday, September 26, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0176	8.25
$β$	0.8691	131.21
$γ$	0.0854	20.91
$λ_{1}$	0.0097	2.61
$λ_{2}$	0.0254	2.76
$λ_{3}$	0.9714	95.35

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts