Siemens AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:26.01% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0194 | 9.02 | |
| 0.8649 | 128.24 | |
| 0.0842 | 20.67 | |
| 0.0094 | 2.54 | |
| 0.0249 | 2.80 | |
| 0.9721 | 99.12 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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