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

V-Lab

Siemens AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:26.43% (-0.64%)

Analysis last updated: Saturday, August 30, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9851	6.71
$α$	0.0574	7.65
$β$	0.9109	78.27
$γ_{1}$	0.0262	0.40
$γ_{2}$	0.0904	0.84
$γ_{3}$	-0.2271	-2.75
$γ_{4}$	0.0804	1.03
$γ_{5}$	0.1408	2.32
$γ_{6}$	-0.2331	-5.17
$γ_{7}$	0.2057	3.99
$γ_{8}$	-0.0951	-1.67
$γ_{9}$	0.0094	0.17
$γ_{10}$	-0.0041	-0.10

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

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