Siemens AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
39.10%
increased by 1.16%
1 Week
39.06%
increased by 1.12%
1 Month
38.90%
increased by 0.96%
Analysis last updated: Thursday, May 21, 2026 at 06:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0961 | 5.07 | |
| 0.0534 | 62.55 | |
| 0.9968 | 1,636.70 | |
| 6.0477 | 13.46 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other GAS-GARCH Student T Analyses on International Equities