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Siemens Energy Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.15% (+7.39%)
Analysis last updated: Thursday, February 12, 2026 at 07:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Siemens Energy Ag S0GARCH
paramt-stat
ω1.16043.89
α0.05132.24
β0.65182.84
γ10.38840.20
γ21.15180.42
γ3-3.9014-2.35
γ46.05983.35
γ5-8.1986-3.16
γ68.19992.75
γ7-6.3492-2.88
γ83.73042.91
Estimation Period:
Sep 28, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts