Siemens Energy Ag EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.93% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7726 | 4.95 | |
| 0.2436 | 13.71 | |
| 0.6606 | 9.79 | |
| -0.0186 | -0.98 |
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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