Siemens Energy Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.15% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8077 | 6.78 | |
| 0.0379 | 1.70 | |
| 0.5232 | 1.58 | |
| -0.3702 | -0.27 | |
| 1.5520 | 0.74 | |
| -3.3877 | -2.14 | |
| 5.8973 | 3.47 | |
| -8.5302 | -3.57 | |
| 9.1714 | 3.42 | |
| -7.3656 | -3.55 | |
| 4.1389 | 3.18 |
Estimation Period:
Sep 30, 2020 to Feb 6, 2026
Sep 30, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Siemens Energy Ag Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities