Siemens Healthinee GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
27.70%
decreased by 0.30%
1 Week
27.54%
decreased by 0.46%
1 Month
27.03%
decreased by 0.97%
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 | |
|---|---|---|
| 0.0914 | 4.24 | |
| 0.0000 | 0.00 | |
| 0.9494 | 192.49 | |
| 0.0293 | 3.04 |
Estimation Period:
Mar 16, 2018 to May 15, 2026
Mar 16, 2018 to May 15, 2026
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