Siemens Energy Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.78% (-3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2099 | 5.51 | |
| 0.0618 | 2.79 | |
| 0.7151 | 16.51 | |
| 0.0012 | 0.04 |
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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