Siemens AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:23.42% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 9.97 | |
| 0.0261 | 15.42 | |
| 0.9482 | 656.63 | |
| 0.0384 | 10.12 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
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