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V-Lab

Siemens Energy AG Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56.26% (-1.00%)
Analysis last updated: Thursday, February 12, 2026 at 12:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Siemens Energy AG SGARCH
paramt-stat
ω0.51463.54
α0.02531.14
β0.62571.74
γ1-1.1607-0.38
γ2-0.0558-0.01
γ33.59681.29
γ4-5.8926-2.13
γ57.31262.34
γ6-7.7794-2.88
γ78.08023.03
Estimation Period:
Aug 10, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts