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 Monday, April 29th, 2024:24.89% (+1.10%)

Analysis last updated: Saturday, April 27, 2024 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9453	7.23
$α$	0.0564	6.93
$β$	0.9053	67.47
$γ_{1}$	0.0183	0.27
$γ_{2}$	0.1025	0.92
$γ_{3}$	-0.2020	-2.26
$γ_{4}$	-0.0131	-0.16
$γ_{5}$	0.2731	4.69
$γ_{6}$	-0.3550	-6.78
$γ_{7}$	0.2903	4.89
$γ_{8}$	-0.1533	-2.70
$γ_{9}$	0.0683	1.39
$γ_{10}$	-0.0496	-1.54

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts