Siemens AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:39.13% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0188 | 8.70 | |
| 0.8653 | 128.28 | |
| 0.0841 | 20.69 | |
| 0.0092 | 2.45 | |
| 0.0253 | 2.76 | |
| 0.9718 | 96.34 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
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