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

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V-Lab

Siemens AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:37.16% (+6.04%)

Analysis last updated: Wednesday, March 5, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9653	6.95
$α$	0.0559	7.22
$β$	0.9095	73.29
$γ_{1}$	0.0255	0.40
$γ_{2}$	0.0891	0.84
$γ_{3}$	-0.2092	-2.51
$γ_{4}$	0.0348	0.45
$γ_{5}$	0.2013	3.50
$γ_{6}$	-0.2891	-6.27
$γ_{7}$	0.2461	4.50
$γ_{8}$	-0.1219	-2.10
$γ_{9}$	0.0326	0.59
$γ_{10}$	-0.0205	-0.55

Estimation Period:
Jan 2, 1990 to Feb 28, 2025

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Volatility Forecasts

Volatility Forecasts