Siemens AG MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
34.46%
increased by 0.42%
1 Week
34.46%
increased by 0.42%
1 Month
34.73%
increased by 0.69%
Analysis last updated: Thursday, April 2, 2026 at 06:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0187 | 8.68 | |
| 0.8652 | 128.14 | |
| 0.0841 | 20.70 | |
| 0.0093 | 2.44 | |
| 0.0253 | 2.76 | |
| 0.9718 | 96.08 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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