V-Lab

SAP SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:23.60% (+3.29%)
Analysis last updated: Saturday, June 14, 2025 at 11:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAP SE S0GARCH
paramt-stat
ω1.02914.72
α0.11167.52
β0.800734.87
γ10.04140.66
γ2-0.0296-0.32
γ3-0.0325-0.60
γ4-0.0632-1.48
γ50.19884.65
γ6-0.1795-4.21
γ70.07631.66
γ80.05560.97
γ9-0.1482-1.92
γ100.10971.77
Estimation Period:
Jan 2, 1990 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts