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	param	t-stat
$ω$	1.0273	6.00
$α$	0.0556	7.66
$β$	0.9159	84.92
$γ_{1}$	0.0561	1.16
$γ_{2}$	0.0236	0.29
$γ_{3}$	-0.2336	-4.43
$γ_{4}$	0.2814	6.44
$γ_{5}$	-0.2144	-4.35
$γ_{6}$	0.1285	2.75
$γ_{7}$	-0.0375	-0.86
$γ_{8}$	-0.0036	-0.08
$γ_{9}$	-0.0101	-0.32

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Siemens AG Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Siemens AG Analyses