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V-Lab

Siemens AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:24.88% (-0.51%)
Analysis last updated: Saturday, January 31, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Siemens AG S0GARCH
paramt-stat
ω1.03155.97
α0.05697.75
β0.915084.74
γ10.05241.05
γ20.03240.39
γ3-0.2423-4.40
γ40.28475.98
γ5-0.2091-3.94
γ60.11682.41
γ7-0.0258-0.58
γ8-0.0130-0.30
γ9-0.0028-0.10
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts