Siemens AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:43.11% (+3.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 9.80 | |
| 0.0249 | 15.01 | |
| 0.9507 | 675.71 | |
| 0.0367 | 10.14 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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