Siemens AG MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
32.48%
increased by 0.22%
1 Week
33.07%
increased by 0.81%
1 Month
34.73%
increased by 2.47%
Analysis last updated: Tuesday, April 28, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0180 | 8.50 | |
| 0.8680 | 130.06 | |
| 0.0839 | 20.65 | |
| 0.0091 | 2.47 | |
| 0.0253 | 2.77 | |
| 0.9719 | 96.96 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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