Siemens AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.92% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0189 | 8.77 | |
| 0.8650 | 127.49 | |
| 0.0840 | 20.62 | |
| 0.0093 | 2.44 | |
| 0.0254 | 2.76 | |
| 0.9717 | 95.94 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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