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Siemens AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:27.98% (-0.70%)
Analysis last updated: Saturday, December 20, 2025 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Siemens AG S0GARCH
paramt-stat
ω1.03085.95
α0.05667.74
β0.915885.67
γ10.05161.02
γ20.03420.41
γ3-0.2440-4.37
γ40.28555.87
γ5-0.2083-3.85
γ60.11522.35
γ7-0.0255-0.57
γ8-0.0103-0.24
γ9-0.0065-0.21
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts