Siemens Energy Ag AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.76% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0946 | 12.46 | |
| 0.0713 | 7.62 | |
| 0.6140 | 33.61 | |
| 0.3797 | 0.65 |
Estimation Period:
Sep 28, 2020 to Feb 6, 2026
Sep 28, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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