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

V-Lab

SAP SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:45.28% (-3.59%)

Analysis last updated: Wednesday, April 16, 2025 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0334	4.80
$α$	0.1114	7.41
$β$	0.7988	33.92
$γ_{1}$	0.0447	0.72
$γ_{2}$	-0.0353	-0.39
$γ_{3}$	-0.0244	-0.45
$γ_{4}$	-0.0776	-1.80
$γ_{5}$	0.2139	5.01
$γ_{6}$	-0.1883	-4.35
$γ_{7}$	0.0774	1.62
$γ_{8}$	0.0583	0.96
$γ_{9}$	-0.1477	-1.85
$γ_{10}$	0.1055	1.71

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

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Volatility Forecasts

Volatility Forecasts