Siemens Healthinee Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
24.26%
decreased by 0.03%
1 Week
24.47%
increased by 0.18%
1 Month
24.69%
increased by 0.40%
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 | |
|---|---|---|
| 0.7882 | 4.07 | |
| 0.0210 | 1.36 | |
| 0.7212 | 2.46 | |
| -1.6799 | -0.95 | |
| 2.9002 | 1.14 | |
| -2.8427 | -2.30 | |
| 3.6159 | 4.51 | |
| -3.3982 | -5.23 | |
| 1.4012 | 2.38 | |
| 0.7620 | 1.23 | |
| -1.1467 | -1.58 | |
| 0.4154 | 0.69 |
Estimation Period:
Mar 16, 2018 to May 15, 2026
Mar 16, 2018 to May 15, 2026
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