Siemens Energy Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.99% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8510 | 6.98 | |
| 0.0689 | 2.63 | |
| 0.4667 | 1.77 | |
| 0.7507 | 0.54 | |
| -0.1988 | -0.09 | |
| -2.4270 | -1.46 | |
| 5.3249 | 2.94 | |
| -7.7833 | -3.00 | |
| 8.0463 | 2.56 | |
| -6.8829 | -2.48 | |
| 6.4151 | 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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