Siemens AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.38% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0164 | 5.85 | |
| 0.0564 | 7.75 | |
| 0.9157 | 85.45 | |
| 0.0465 | 0.94 | |
| 0.0433 | 0.52 | |
| -0.2546 | -4.62 | |
| 0.3014 | 6.40 | |
| -0.2276 | -4.33 | |
| 0.1308 | 2.70 | |
| -0.0314 | -0.69 | |
| -0.0182 | -0.38 | |
| 0.0316 | 0.43 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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