V-Lab: Siemens AG MF2-GARCH Volatility Analysis

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Siemens AG MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:25.24% (-0.46%)

Analysis last updated: Thursday, November 13, 2025 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0176	8.25
$β$	0.8690	130.95
$γ$	0.0854	20.93
$λ_{1}$	0.0098	2.61
$λ_{2}$	0.0255	2.75
$λ_{3}$	0.9712	94.48

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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