Siemens AG GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:38.61% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 12.04 | |
| 0.0453 | 31.89 | |
| 0.9495 | 622.23 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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