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 Monday, December 1st, 2025:35.00% (-1.08%)

Analysis last updated: Sunday, November 30, 2025 at 02:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0292	5.88
$α$	0.0560	7.73
$β$	0.9175	87.70
$γ_{1}$	0.0498	0.97
$γ_{2}$	0.0372	0.43
$γ_{3}$	-0.2464	-4.32
$γ_{4}$	0.2872	5.72
$γ_{5}$	-0.2085	-3.75
$γ_{6}$	0.1141	2.28
$γ_{7}$	-0.0250	-0.55
$γ_{8}$	-0.0087	-0.20
$γ_{9}$	-0.0090	-0.30

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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