Siemens AG GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
35.83%
decreased by 0.82%
1 Week
35.77%
decreased by 0.88%
1 Month
35.54%
decreased by 1.11%
Analysis last updated: Wednesday, April 29, 2026 at 06:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 9.67 | |
| 0.0243 | 14.93 | |
| 0.9511 | 683.74 | |
| 0.0376 | 10.52 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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