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

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Siemens AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:24.23% (+0.13%)

Analysis last updated: Friday, November 7, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9853	6.54
$α$	0.0562	7.67
$β$	0.9141	81.80
$γ_{1}$	0.0256	0.40
$γ_{2}$	0.0906	0.85
$γ_{3}$	-0.2330	-2.84
$γ_{4}$	0.0991	1.26
$γ_{5}$	0.1158	1.85
$γ_{6}$	-0.2107	-4.64
$γ_{7}$	0.1896	3.75
$γ_{8}$	-0.0846	-1.50
$γ_{9}$	-0.0001	-0.00
$γ_{10}$	0.0037	0.09

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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