SAP SE Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
31.32%
decreased by 2.38%
1 Week
31.00%
decreased by 2.70%
1 Month
30.22%
decreased by 3.48%
Analysis last updated: Wednesday, April 1, 2026 at 06:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0138 | 4.65 | |
| 0.1164 | 7.75 | |
| 0.8040 | 39.23 | |
| 0.0248 | 0.61 | |
| -0.0134 | -0.22 | |
| -0.0901 | -2.25 | |
| 0.1550 | 5.39 | |
| -0.1272 | -4.90 | |
| 0.1078 | 3.03 | |
| -0.0900 | -2.06 | |
| 0.0385 | 1.20 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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