Siemens Energy Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.79% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8078 | 6.81 | |
| 0.0326 | 1.48 | |
| 0.5226 | 1.38 | |
| -0.4192 | -0.31 | |
| 1.6617 | 0.80 | |
| -3.5175 | -2.25 | |
| 6.0550 | 3.62 | |
| -8.7791 | -3.72 | |
| 9.7284 | 3.60 | |
| -8.8050 | -3.85 | |
| 8.0537 | 3.61 |
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 Spline-GARCH Analyses on International Equities