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 Wednesday, November 20th, 2024:34.35% (+1.49%)

Analysis last updated: Thursday, November 21, 2024 at 12:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9581	7.09
$α$	0.0563	7.09
$β$	0.9070	70.01
$γ_{1}$	0.0253	0.39
$γ_{2}$	0.0886	0.83
$γ_{3}$	-0.2001	-2.36
$γ_{4}$	0.0108	0.14
$γ_{5}$	0.2328	4.09
$γ_{6}$	-0.3175	-6.68
$γ_{7}$	0.2665	4.74
$γ_{8}$	-0.1369	-2.37
$γ_{9}$	0.0482	0.90
$γ_{10}$	-0.0330	-0.93

Estimation Period:
Jan 2, 1990 to Nov 15, 2024

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