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Siemens Energy Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.14% (+1.89%)
Analysis last updated: Saturday, February 7, 2026 at 10:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Siemens Energy Ag S0GARCH
paramt-stat
ω0.84866.87
α0.08002.75
β0.46471.91
γ10.77050.54
γ2-0.2694-0.12
γ3-2.3274-1.37
γ45.23312.84
γ5-7.6445-2.92
γ67.63912.46
γ7-5.7460-2.31
γ83.27912.14
Estimation Period:
Sep 28, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts