Siemens AG MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
29.27%
decreased by 0.67%
1 Week
29.39%
decreased by 0.55%
1 Month
29.84%
decreased by 0.10%
Analysis last updated: Tuesday, July 21, 2026 at 06:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 156 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0289 | 8.56*** |
α ARCH Response to squared shocks | 0.1602 | 55.44*** |
β GARCH Volatility persistence | 0.8353 | 390.17*** |
Persistence:
0.996
Half-life:
156 days
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