Siemens AG AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.22% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 7.49 | |
| 0.0486 | 34.94 | |
| 0.9443 | 632.48 | |
| 0.4234 | 12.60 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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