Siemens Energy Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.00% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1687 | 7.33 | |
| 0.0341 | 2.52 | |
| 0.7300 | 24.58 | |
| 0.0279 | 1.13 |
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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