Siemens AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:24.88% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0315 | 5.97 | |
| 0.0569 | 7.75 | |
| 0.9150 | 84.74 | |
| 0.0524 | 1.05 | |
| 0.0324 | 0.39 | |
| -0.2423 | -4.40 | |
| 0.2847 | 5.98 | |
| -0.2091 | -3.94 | |
| 0.1168 | 2.41 | |
| -0.0258 | -0.58 | |
| -0.0130 | -0.30 | |
| -0.0028 | -0.10 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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