Siemens Energy Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.51% (-5.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4248 | 6.78 | |
| 0.1020 | 3.14 | |
| 0.6135 | 18.74 | |
| 0.0474 | 0.85 |
Estimation Period:
Oct 7, 2020 to Feb 6, 2026
Oct 7, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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