Siemens Energy Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.84% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6387 | 6.90 | |
| 0.1179 | 3.15 | |
| 0.5030 | 10.23 | |
| -0.0043 | -0.07 |
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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