Siemens AG GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
30.28%
decreased by 0.68%
1 Week
30.28%
decreased by 0.68%
1 Month
30.27%
decreased by 0.69%
Analysis last updated: Friday, June 12, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 9.71 | |
| 0.0242 | 15.01 | |
| 0.9512 | 685.32 | |
| 0.0374 | 10.55 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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