Siemens AG GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
36.65%
increased by 0.23%
1 Week
36.58%
increased by 0.16%
1 Month
36.32%
decreased by 0.10%
Analysis last updated: Tuesday, April 28, 2026 at 07:11 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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