Siemens AG MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:39.48% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0188 | 8.74 | |
| 0.8653 | 128.07 | |
| 0.0840 | 20.65 | |
| 0.0092 | 2.45 | |
| 0.0253 | 2.76 | |
| 0.9718 | 96.30 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
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