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V-Lab

Siegfried Holding Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.61% (-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 SGARCH
paramt-stat
ω1.07161.29
α0.04612.23
β0.41122.19
γ10.58720.35
γ2-0.5516-0.23
γ30.06910.06
γ4-0.4730-0.84
γ50.76262.39
γ6-0.9015-2.80
γ70.85362.29
γ8-0.1301-0.19
Estimation Period:
Oct 13, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts