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Siemens Energy Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.21% (-3.17%)
Analysis last updated: Sunday, February 15, 2026 at 03:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Siemens Energy Ag S0GARCH
paramt-stat
ω0.87435.98
α0.08071.92
β0.54922.73
γ1-0.2758-0.20
γ21.73070.76
γ3-3.5121-1.61
γ45.23932.23
γ5-7.4881-2.98
γ68.01792.59
γ7-6.2585-2.37
γ83.52462.23
Estimation Period:
Oct 7, 2020 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts