Siemens AG AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.11% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 7.49 | |
| 0.0490 | 35.09 | |
| 0.9440 | 631.03 | |
| 0.4230 | 12.64 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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