Siemens Healthinee MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
4.55%
decreased by 22.45%
1 Week
4.54%
decreased by 22.46%
1 Month
3.41%
decreased by 23.59%
Analysis last updated: Saturday, June 13, 2026 at 06:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 10.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Mar 16, 2018 to Jun 12, 2026
Mar 16, 2018 to Jun 12, 2026
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