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

V-Lab

Siemens AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:33.10% (-1.04%)

Analysis last updated: Sunday, May 11, 2025 at 02:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9701	6.79
$α$	0.0569	7.42
$β$	0.9101	75.26
$γ_{1}$	0.0250	0.39
$γ_{2}$	0.0905	0.85
$γ_{3}$	-0.2170	-2.60
$γ_{4}$	0.0539	0.69
$γ_{5}$	0.1768	2.99
$γ_{6}$	-0.2674	-5.82
$γ_{7}$	0.2314	4.28
$γ_{8}$	-0.1138	-1.95
$γ_{9}$	0.0283	0.50
$γ_{10}$	-0.0193	-0.50

Estimation Period:
Jan 2, 1990 to May 9, 2025

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