Siemens Energy Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.11% (-3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8750 | 6.04 | |
| 0.0754 | 1.75 | |
| 0.5392 | 2.44 | |
| -0.2943 | -0.22 | |
| 1.8023 | 0.80 | |
| -3.6558 | -1.71 | |
| 5.4459 | 2.36 | |
| -7.7769 | -3.11 | |
| 8.6056 | 2.71 | |
| -7.7575 | -2.60 | |
| 7.6024 | 2.61 |
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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