Siemens AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:23.72% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 9.74 | |
| 0.0252 | 14.96 | |
| 0.9475 | 644.98 | |
| 0.0412 | 10.51 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
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