SAP SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.52% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0140 | 4.64 | |
| 0.1164 | 7.75 | |
| 0.8044 | 38.81 | |
| 0.0244 | 0.59 | |
| -0.0121 | -0.19 | |
| -0.0923 | -2.29 | |
| 0.1569 | 5.44 | |
| -0.1283 | -4.90 | |
| 0.1081 | 3.00 | |
| -0.0892 | -2.04 | |
| 0.0375 | 1.17 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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