Siemens AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:40.07% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0386 | 6.12 | |
| 0.0558 | 7.64 | |
| 0.9158 | 84.86 | |
| 0.0549 | 1.11 | |
| 0.0287 | 0.35 | |
| -0.2407 | -4.44 | |
| 0.2844 | 6.12 | |
| -0.2105 | -4.04 | |
| 0.1204 | 2.51 | |
| -0.0310 | -0.70 | |
| -0.0062 | -0.14 | |
| -0.0092 | -0.30 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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