Siemens AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:43.07% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0147 | 5.85 | |
| 0.0562 | 7.73 | |
| 0.9157 | 85.22 | |
| 0.0468 | 0.95 | |
| 0.0425 | 0.52 | |
| -0.2538 | -4.64 | |
| 0.3012 | 6.47 | |
| -0.2282 | -4.38 | |
| 0.1320 | 2.74 | |
| -0.0324 | -0.71 | |
| -0.0177 | -0.37 | |
| 0.0300 | 0.41 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
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