Siemens Energy Ag AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.66% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7033 | 8.49 | |
| 0.0795 | 8.13 | |
| 0.6504 | 22.21 | |
| 0.3130 | 0.49 |
Estimation Period:
Sep 30, 2020 to Feb 6, 2026
Sep 30, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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