SAP SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:91.88% (-7.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0165 | 4.63 | |
| 0.1171 | 7.76 | |
| 0.8042 | 38.80 | |
| 0.0241 | 0.58 | |
| -0.0111 | -0.18 | |
| -0.0936 | -2.30 | |
| 0.1581 | 5.46 | |
| -0.1289 | -4.88 | |
| 0.1079 | 2.98 | |
| -0.0882 | -2.02 | |
| 0.0362 | 1.15 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
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