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

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Siemens AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:27.78% (-0.14%)

Analysis last updated: Friday, October 17, 2025 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9830	6.59
$α$	0.0563	7.64
$β$	0.9133	80.69
$γ_{1}$	0.0257	0.40
$γ_{2}$	0.0904	0.85
$γ_{3}$	-0.2304	-2.81
$γ_{4}$	0.0918	1.17
$γ_{5}$	0.1256	2.03
$γ_{6}$	-0.2195	-4.85
$γ_{7}$	0.1955	3.83
$γ_{8}$	-0.0879	-1.55
$γ_{9}$	0.0030	0.05
$γ_{10}$	0.0008	0.02

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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