Siemens AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:29.71% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 9.91 | |
| 0.0258 | 15.24 | |
| 0.9486 | 659.24 | |
| 0.0382 | 10.11 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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