Siemens AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.68% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0169 | 5.85 | |
| 0.0564 | 7.72 | |
| 0.9159 | 85.44 | |
| 0.0462 | 0.93 | |
| 0.0441 | 0.53 | |
| -0.2556 | -4.62 | |
| 0.3023 | 6.36 | |
| -0.2278 | -4.30 | |
| 0.1305 | 2.69 | |
| -0.0316 | -0.69 | |
| -0.0163 | -0.34 | |
| 0.0248 | 0.33 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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