V-Lab: Siemens AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Siemens AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:29.13% (-0.42%)

Analysis last updated: Wednesday, July 16, 2025 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9731	6.65
$α$	0.0575	7.60
$β$	0.9103	77.35
$γ_{1}$	0.0246	0.38
$γ_{2}$	0.0919	0.86
$γ_{3}$	-0.2254	-2.73
$γ_{4}$	0.0748	0.96
$γ_{5}$	0.1500	2.49
$γ_{6}$	-0.2437	-5.37
$γ_{7}$	0.2146	4.07
$γ_{8}$	-0.1016	-1.76
$γ_{9}$	0.0158	0.28
$γ_{10}$	-0.0092	-0.23

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts