Siemens AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:39.08% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 9.79 | |
| 0.0250 | 15.02 | |
| 0.9505 | 674.15 | |
| 0.0370 | 10.16 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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