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Siemens AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:40.07% (-0.81%)
Analysis last updated: Friday, February 20, 2026 at 08:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Siemens AG S0GARCH
paramt-stat
ω1.03866.12
α0.05587.64
β0.915884.86
γ10.05491.11
γ20.02870.35
γ3-0.2407-4.44
γ40.28446.12
γ5-0.2105-4.04
γ60.12042.51
γ7-0.0310-0.70
γ8-0.0062-0.14
γ9-0.0092-0.30
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts