V-Lab: SAP SE Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SAP SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:35.38% (+7.70%)

Analysis last updated: Friday, November 7, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9932	4.70
$α$	0.1128	7.72
$β$	0.8027	37.17
$γ_{1}$	0.0224	0.54
$γ_{2}$	-0.0067	-0.11
$γ_{3}$	-0.0998	-2.50
$γ_{4}$	0.1636	5.81
$γ_{5}$	-0.1318	-5.07
$γ_{6}$	0.1091	3.09
$γ_{7}$	-0.0894	-2.15
$γ_{8}$	0.0383	1.31

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts