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V-Lab

Sap Se Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.26% (-2.30%)
Analysis last updated: Sunday, February 8, 2026 at 12:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sap Se S0GARCH
paramt-stat
ω0.83645.08
α0.04053.21
β0.883823.02
γ1-0.4125-1.95
γ20.59451.91
γ3-0.3219-1.68
γ40.32231.87
γ5-0.4166-2.36
γ60.58563.13
γ7-0.6181-3.19
γ80.27091.33
γ90.16140.76
γ10-0.2743-1.61
Estimation Period:
Aug 8, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts