Siemens AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:41.39% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0288 | 5.97 | |
| 0.0565 | 7.73 | |
| 0.9152 | 84.86 | |
| 0.0534 | 1.08 | |
| 0.0298 | 0.36 | |
| -0.2397 | -4.41 | |
| 0.2841 | 6.12 | |
| -0.2116 | -4.08 | |
| 0.1218 | 2.54 | |
| -0.0320 | -0.72 | |
| -0.0051 | -0.12 | |
| -0.0106 | -0.35 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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