Siemens AG EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:37.41% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 10.49 | |
| 0.1133 | 29.02 | |
| 0.9887 | 1,205.70 | |
| -0.0385 | -13.79 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
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