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	param	t-stat
$ω$	1.0088	4.77
$α$	0.1130	7.74
$β$	0.8032	37.37
$γ_{1}$	0.0250	0.61
$γ_{2}$	-0.0113	-0.18
$γ_{3}$	-0.0956	-2.41
$γ_{4}$	0.1603	5.68
$γ_{5}$	-0.1306	-5.05
$γ_{6}$	0.1104	3.12
$γ_{7}$	-0.0933	-2.21
$γ_{8}$	0.0423	1.41

V-Lab

SAP SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:30.88% (+2.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAP SE Analyses