Siemens Healthinee AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
24.27%
decreased by 0.56%
1 Week
24.63%
decreased by 0.20%
1 Month
25.21%
increased by 0.38%
Analysis last updated: Thursday, May 21, 2026 at 05:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3578 | 10.19 | |
| 0.0415 | 8.90 | |
| 0.8075 | 63.63 | |
| 0.9230 | 4.83 |
Estimation Period:
Mar 16, 2018 to May 15, 2026
Mar 16, 2018 to May 15, 2026
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