Siemens Healthinee Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
27.66%
decreased by 0.03%
1 Week
27.95%
increased by 0.26%
1 Month
28.23%
increased by 0.54%
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 | |
|---|---|---|
| 0.7853 | 4.07 | |
| 0.0209 | 1.36 | |
| 0.7165 | 2.37 | |
| -1.7142 | -0.98 | |
| 2.9634 | 1.17 | |
| -2.8966 | -2.36 | |
| 3.6533 | 4.57 | |
| -3.3987 | -5.23 | |
| 1.3338 | 2.25 | |
| 0.9613 | 1.47 | |
| -1.6458 | -1.79 | |
| 1.7252 | 1.16 |
Estimation Period:
Mar 16, 2018 to May 15, 2026
Mar 16, 2018 to May 15, 2026
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