Sap Se Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.43% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8247 | 5.23 | |
| 0.0404 | 3.11 | |
| 0.8751 | 21.32 | |
| -0.4459 | -2.18 | |
| 0.6529 | 2.18 | |
| -0.3692 | -1.99 | |
| 0.3642 | 2.19 | |
| -0.4547 | -2.66 | |
| 0.6263 | 3.47 | |
| -0.6790 | -3.66 | |
| 0.3964 | 2.00 | |
| -0.1309 | -0.58 | |
| 0.4567 | 1.16 |
Estimation Period:
Aug 8, 2007 to Feb 6, 2026
Aug 8, 2007 to Feb 6, 2026
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