Siemens AG MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
32.65%
decreased by 0.27%
1 Week
33.36%
increased by 0.44%
1 Month
34.97%
increased by 2.05%
Analysis last updated: Saturday, June 13, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0183 | 8.67 | |
| 0.8685 | 129.73 | |
| 0.0828 | 20.40 | |
| 0.0091 | 2.47 | |
| 0.0253 | 2.77 | |
| 0.9719 | 97.12 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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