Siemens Energy Ag GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.64% (+3.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.8896 | 4.67 | |
| 0.0851 | 4.67 | |
| 0.8948 | 32.11 | |
| 4.4282 | 1.79 |
Estimation Period:
Sep 30, 2020 to Feb 6, 2026
Sep 30, 2020 to Feb 6, 2026
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