Siemens AG MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
38.09%
decreased by 0.75%
1 Week
38.11%
decreased by 0.73%
1 Month
38.35%
decreased by 0.49%
Analysis last updated: Thursday, May 21, 2026 at 06:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0184 | 8.63 | |
| 0.8675 | 127.99 | |
| 0.0833 | 20.36 | |
| 0.0092 | 2.42 | |
| 0.0258 | 2.73 | |
| 0.9714 | 94.07 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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