SAP SE Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
46.29%
decreased by 4.05%
1 Week
44.23%
decreased by 6.11%
1 Month
38.68%
decreased by 11.66%
Analysis last updated: Tuesday, April 28, 2026 at 06:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0332 | 4.72 | |
| 0.1175 | 7.81 | |
| 0.8042 | 39.48 | |
| 0.0274 | 0.68 | |
| -0.0175 | -0.29 | |
| -0.0871 | -2.17 | |
| 0.1523 | 5.27 | |
| -0.1251 | -4.81 | |
| 0.1063 | 2.98 | |
| -0.0895 | -2.03 | |
| 0.0385 | 1.17 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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