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Siemens AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:41.39% (-0.94%)
Analysis last updated: Thursday, March 12, 2026 at 06:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Siemens AG S0GARCH
paramt-stat
ω1.02885.97
α0.05657.73
β0.915284.86
γ10.05341.08
γ20.02980.36
γ3-0.2397-4.41
γ40.28416.12
γ5-0.2116-4.08
γ60.12182.54
γ7-0.0320-0.72
γ8-0.0051-0.12
γ9-0.0106-0.35
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts