Siemens AG GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:36.63% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 12.03 | |
| 0.0458 | 32.11 | |
| 0.9491 | 619.92 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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