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

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V-Lab

Siemens AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:26.12% (+0.06%)

Analysis last updated: Tuesday, November 12, 2024 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9578	7.11
$α$	0.0558	7.05
$β$	0.9077	70.29
$γ_{1}$	0.0253	0.39
$γ_{2}$	0.0885	0.83
$γ_{3}$	-0.1990	-2.34
$γ_{4}$	0.0077	0.10
$γ_{5}$	0.2369	4.15
$γ_{6}$	-0.3209	-6.70
$γ_{7}$	0.2683	4.74
$γ_{8}$	-0.1370	-2.36
$γ_{9}$	0.0467	0.88
$γ_{10}$	-0.0307	-0.87

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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