Siemens AG AGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:40.57% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 7.47 | |
| 0.0490 | 35.25 | |
| 0.9440 | 631.83 | |
| 0.4235 | 12.68 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
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