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Siemens AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:27.84% (-0.45%)
Analysis last updated: Saturday, January 10, 2026 at 10:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Siemens AG S0GARCH
paramt-stat
ω1.03035.95
α0.05687.75
β0.915385.23
γ10.05181.03
γ20.03340.40
γ3-0.2432-4.39
γ40.28515.92
γ5-0.2087-3.90
γ60.11612.38
γ7-0.0260-0.58
γ8-0.0108-0.25
γ9-0.0056-0.19
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Impact of return on volatility tomorrow
Volatility Forecasts