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

V-Lab

Siemens AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:29.71% (-0.81%)

Analysis last updated: Saturday, May 31, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9716	6.75
$α$	0.0570	7.47
$β$	0.9102	76.21
$γ_{1}$	0.0249	0.39
$γ_{2}$	0.0909	0.85
$γ_{3}$	-0.2195	-2.64
$γ_{4}$	0.0603	0.77
$γ_{5}$	0.1680	2.83
$γ_{6}$	-0.2589	-5.68
$γ_{7}$	0.2250	4.21
$γ_{8}$	-0.1090	-1.88
$γ_{9}$	0.0235	0.41
$γ_{10}$	-0.0155	-0.40

Estimation Period:
Jan 2, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts