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Siemens Energy Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.15% (+0.79%)
Analysis last updated: Saturday, February 7, 2026 at 11:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Siemens Energy Ag S0GARCH
paramt-stat
ω0.80776.78
α0.03791.70
β0.52321.58
γ1-0.3702-0.27
γ21.55200.74
γ3-3.3877-2.14
γ45.89733.47
γ5-8.5302-3.57
γ69.17143.42
γ7-7.3656-3.55
γ84.13893.18
Estimation Period:
Sep 30, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts