Siemens AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
30.26%
decreased by 1.29%
1 Week
30.27%
decreased by 1.28%
1 Month
30.32%
decreased by 1.23%
Analysis last updated: Friday, June 12, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0403 | 5.00 | |
| 0.0535 | 61.95 | |
| 0.9967 | 1,574.54 | |
| 6.0507 | 13.21 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other GAS-GARCH Student T Analyses on International Equities