Siemens AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.39% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 10.69 | |
| 0.1120 | 29.02 | |
| 0.9888 | 1,232.96 | |
| -0.0376 | -13.60 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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