SAP SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.09% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0160 | 4.68 | |
| 0.1163 | 7.74 | |
| 0.8037 | 38.82 | |
| 0.0249 | 0.61 | |
| -0.0126 | -0.20 | |
| -0.0923 | -2.30 | |
| 0.1570 | 5.47 | |
| -0.1282 | -4.91 | |
| 0.1077 | 3.01 | |
| -0.0889 | -2.05 | |
| 0.0374 | 1.18 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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