Siemens AG EGARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
40.04%
decreased by 1.52%
1 Week
39.91%
decreased by 1.65%
1 Month
39.44%
decreased by 2.12%
Analysis last updated: Tuesday, April 14, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 10.63 | |
| 0.1115 | 29.10 | |
| 0.9890 | 1,242.47 | |
| -0.0379 | -13.84 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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