Siemens AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:27.85% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0193 | 8.94 | |
| 0.8648 | 127.59 | |
| 0.0842 | 20.63 | |
| 0.0093 | 2.51 | |
| 0.0251 | 2.78 | |
| 0.9719 | 97.65 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
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