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

V-Lab

Siemens AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:25.52% (+1.74%)

Analysis last updated: Wednesday, June 25, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9731	6.75
$α$	0.0578	7.56
$β$	0.9090	75.66
$γ_{1}$	0.0252	0.39
$γ_{2}$	0.0905	0.85
$γ_{3}$	-0.2206	-2.67
$γ_{4}$	0.0639	0.82
$γ_{5}$	0.1633	2.75
$γ_{6}$	-0.2546	-5.63
$γ_{7}$	0.2215	4.19
$γ_{8}$	-0.1054	-1.83
$γ_{9}$	0.0179	0.32
$γ_{10}$	-0.0098	-0.25

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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