Siemens Energy Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.07% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1612 | 3.87 | |
| 0.0520 | 2.25 | |
| 0.6547 | 2.89 | |
| 0.3726 | 0.20 | |
| 1.1946 | 0.43 | |
| -3.9702 | -2.38 | |
| 6.1624 | 3.40 | |
| -8.3595 | -3.20 | |
| 8.4996 | 2.78 | |
| -7.0186 | -2.83 | |
| 5.5338 | 2.37 |
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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