V-Lab: Siemens AG Spline-GARCH Volatility Analysis

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Siemens AG Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:22.80% (+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
$ω$	1.0224	5.80
$α$	0.0562	7.74
$β$	0.9176	87.98
$γ_{1}$	0.0435	0.84
$γ_{2}$	0.0503	0.58
$γ_{3}$	-0.2620	-4.50
$γ_{4}$	0.3059	5.94
$γ_{5}$	-0.2264	-3.99
$γ_{6}$	0.1271	2.51
$γ_{7}$	-0.0343	-0.74
$γ_{8}$	0.0020	0.04
$γ_{9}$	-0.0409	-0.64

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

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