Siemens AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:44.62% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 9.78 | |
| 0.0257 | 15.06 | |
| 0.9481 | 654.31 | |
| 0.0397 | 10.22 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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