Siemens AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:38.08% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 9.82 | |
| 0.0256 | 15.05 | |
| 0.9488 | 662.07 | |
| 0.0388 | 10.18 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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