Siemens AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:27.98% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0308 | 5.95 | |
| 0.0566 | 7.74 | |
| 0.9158 | 85.67 | |
| 0.0516 | 1.02 | |
| 0.0342 | 0.41 | |
| -0.2440 | -4.37 | |
| 0.2855 | 5.87 | |
| -0.2083 | -3.85 | |
| 0.1152 | 2.35 | |
| -0.0255 | -0.57 | |
| -0.0103 | -0.24 | |
| -0.0065 | -0.21 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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