Siemens AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
37.50%
increased by 0.36%
1 Week
37.30%
increased by 0.16%
1 Month
36.65%
decreased by 0.49%
Analysis last updated: Thursday, May 21, 2026 at 06:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0283 | 5.97 | |
| 0.0554 | 7.67 | |
| 0.9167 | 85.94 | |
| 0.0554 | 1.13 | |
| 0.0253 | 0.31 | |
| -0.2354 | -4.39 | |
| 0.2829 | 6.31 | |
| -0.2148 | -4.26 | |
| 0.1278 | 2.70 | |
| -0.0373 | -0.85 | |
| -0.0019 | -0.04 | |
| -0.0123 | -0.39 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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