Siemens AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:23.79% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 9.74 | |
| 0.0252 | 14.96 | |
| 0.9476 | 646.86 | |
| 0.0409 | 10.48 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
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