Sap Se Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.26% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8364 | 5.08 | |
| 0.0405 | 3.21 | |
| 0.8838 | 23.02 | |
| -0.4125 | -1.95 | |
| 0.5945 | 1.91 | |
| -0.3219 | -1.68 | |
| 0.3223 | 1.87 | |
| -0.4166 | -2.36 | |
| 0.5856 | 3.13 | |
| -0.6181 | -3.19 | |
| 0.2709 | 1.33 | |
| 0.1614 | 0.76 | |
| -0.2743 | -1.61 |
Estimation Period:
Aug 8, 2007 to Feb 6, 2026
Aug 8, 2007 to Feb 6, 2026
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