V-Lab: Siemens AG Spline-GARCH Volatility Analysis

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V-Lab

Siemens AG Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.43% (+1.37%)

Analysis last updated: Saturday, April 27, 2024 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9240	7.44
$α$	0.0558	6.66
$β$	0.9007	60.95
$γ_{1}$	0.0163	0.26
$γ_{2}$	0.1034	1.00
$γ_{3}$	-0.1944	-2.34
$γ_{4}$	-0.0315	-0.42
$γ_{5}$	0.2983	5.48
$γ_{6}$	-0.3822	-7.75
$γ_{7}$	0.3212	5.73
$γ_{8}$	-0.1958	-3.61
$γ_{9}$	0.1463	2.78
$γ_{10}$	-0.2349	-2.80

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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