Siemens AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:26.77% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 9.93 | |
| 0.0259 | 15.34 | |
| 0.9485 | 659.62 | |
| 0.0381 | 10.11 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
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