Siemens Healthinee EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
24.95%
decreased by 0.35%
1 Week
25.67%
increased by 0.37%
1 Month
25.76%
increased by 0.46%
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 | |
|---|---|---|
| 1.2685 | 14.86 | |
| 0.1439 | 7.76 | |
| -0.3066 | -4.00 | |
| -0.0813 | -5.06 |
Estimation Period:
Mar 16, 2018 to May 15, 2026
Mar 16, 2018 to May 15, 2026
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