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

V-Lab

Siemens AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:51.01% (-0.99%)

Analysis last updated: Wednesday, April 16, 2025 at 02:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9670	6.74
$α$	0.0571	7.44
$β$	0.9101	75.20
$γ_{1}$	0.0233	0.36
$γ_{2}$	0.0935	0.86
$γ_{3}$	-0.2182	-2.57
$γ_{4}$	0.0522	0.66
$γ_{5}$	0.1811	3.04
$γ_{6}$	-0.2725	-5.82
$γ_{7}$	0.2361	4.27
$γ_{8}$	-0.1186	-2.01
$γ_{9}$	0.0344	0.61
$γ_{10}$	-0.0244	-0.64

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

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