Siemens Energy AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.04% (-4.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5539 | 8.59 | |
| 0.0457 | 2.13 | |
| 0.6805 | 30.96 | |
| 0.0748 | 1.93 |
Estimation Period:
Aug 10, 2021 to Feb 6, 2026
Aug 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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