Siemens AG GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
36.75%
decreased by 0.17%
1 Week
36.68%
decreased by 0.24%
1 Month
36.42%
decreased by 0.50%
Analysis last updated: Thursday, May 21, 2026 at 06:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 9.67 | |
| 0.0244 | 15.05 | |
| 0.9514 | 687.93 | |
| 0.0370 | 10.44 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other GJR-GARCH Analyses on International Equities