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Siemens AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.51% (-0.67%)
Analysis last updated: Saturday, February 21, 2026 at 07:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Siemens AG S0GARCH
paramt-stat
ω1.02885.97
α0.05657.71
β0.915384.91
γ10.05311.07
γ20.03060.37
γ3-0.2405-4.41
γ40.28426.08
γ5-0.2107-4.03
γ60.12042.51
γ7-0.0308-0.70
γ8-0.0056-0.13
γ9-0.0104-0.34
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts