Siemens AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:27.84% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0303 | 5.95 | |
| 0.0568 | 7.75 | |
| 0.9153 | 85.23 | |
| 0.0518 | 1.03 | |
| 0.0334 | 0.40 | |
| -0.2432 | -4.39 | |
| 0.2851 | 5.92 | |
| -0.2087 | -3.90 | |
| 0.1161 | 2.38 | |
| -0.0260 | -0.58 | |
| -0.0108 | -0.25 | |
| -0.0056 | -0.19 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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