V-Lab: Siemens AG Spline-GARCH Volatility Analysis

V-Lab

Siemens AG Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:22.24% (+0.16%)

Analysis last updated: Thursday, June 19, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9572	6.61
$α$	0.0580	7.51
$β$	0.9086	74.98
$γ_{1}$	0.0156	0.25
$γ_{2}$	0.1084	1.03
$γ_{3}$	-0.2356	-2.90
$γ_{4}$	0.0733	0.96
$γ_{5}$	0.1634	2.77
$γ_{6}$	-0.2637	-5.83
$γ_{7}$	0.2361	4.44
$γ_{8}$	-0.1242	-2.11
$γ_{9}$	0.0469	0.74
$γ_{10}$	-0.0751	-0.84

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

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