Siemens AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.83% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0191 | 8.86 | |
| 0.8643 | 126.29 | |
| 0.0839 | 20.51 | |
| 0.0093 | 2.43 | |
| 0.0254 | 2.75 | |
| 0.9716 | 95.23 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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