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V-Lab

Siegfried Holding Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.92% (-0.04%)
Analysis last updated: Friday, February 13, 2026 at 10:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Siegfried Holding Ltd S0GARCH
paramt-stat
ω1.06691.29
α0.04442.18
β0.41192.16
γ10.58020.35
γ2-0.5409-0.23
γ30.06630.06
γ4-0.4827-0.86
γ50.79422.51
γ6-0.9847-3.17
γ71.06543.21
γ8-0.6717-2.62
Estimation Period:
Oct 13, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts