Siemens Energy Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.21% (-3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8743 | 5.98 | |
| 0.0807 | 1.92 | |
| 0.5492 | 2.73 | |
| -0.2758 | -0.20 | |
| 1.7307 | 0.76 | |
| -3.5121 | -1.61 | |
| 5.2393 | 2.23 | |
| -7.4881 | -2.98 | |
| 8.0179 | 2.59 | |
| -6.2585 | -2.37 | |
| 3.5246 | 2.23 |
Estimation Period:
Oct 7, 2020 to Feb 13, 2026
Oct 7, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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