Siemens AG AGARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:22.85% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 7.20 | |
| 0.0502 | 35.21 | |
| 0.9421 | 610.16 | |
| 0.4473 | 13.73 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
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