Siemens AG GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
37.97%
decreased by 0.72%
1 Week
37.89%
decreased by 0.80%
1 Month
37.55%
decreased by 1.14%
Analysis last updated: Friday, April 3, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 9.79 | |
| 0.0248 | 15.00 | |
| 0.9507 | 676.64 | |
| 0.0369 | 10.24 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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