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V-Lab

Sap Se Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.43% (-2.10%)
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 SGARCH
paramt-stat
ω0.82475.23
α0.04043.11
β0.875121.32
γ1-0.4459-2.18
γ20.65292.18
γ3-0.3692-1.99
γ40.36422.19
γ5-0.4547-2.66
γ60.62633.47
γ7-0.6790-3.66
γ80.39642.00
γ9-0.1309-0.58
γ100.45671.16
Estimation Period:
Aug 8, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts