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

V-Lab

Siemens AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:24.38% (-0.09%)

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
$ω$	0.9652	6.41
$α$	0.0573	7.68
$β$	0.9118	79.46
$γ_{1}$	0.0207	0.32
$γ_{2}$	0.0974	0.92
$γ_{3}$	-0.2331	-2.84
$γ_{4}$	0.0924	1.18
$γ_{5}$	0.1268	2.06
$γ_{6}$	-0.2232	-4.93
$γ_{7}$	0.2005	3.91
$γ_{8}$	-0.0922	-1.62
$γ_{9}$	0.0067	0.12
$γ_{10}$	-0.0018	-0.05

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

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