Siemens AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:27.03% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0194 | 9.00 | |
| 0.8644 | 127.21 | |
| 0.0842 | 20.63 | |
| 0.0093 | 2.51 | |
| 0.0251 | 2.78 | |
| 0.9719 | 97.67 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities