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

V-Lab

SAP SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:21.77% (-1.12%)

Analysis last updated: Wednesday, July 16, 2025 at 01:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0191	4.63
$α$	0.1112	7.53
$β$	0.8023	35.31
$γ_{1}$	0.0374	0.59
$γ_{2}$	-0.0231	-0.25
$γ_{3}$	-0.0381	-0.70
$γ_{4}$	-0.0561	-1.31
$γ_{5}$	0.1924	4.48
$γ_{6}$	-0.1760	-4.15
$γ_{7}$	0.0756	1.67
$γ_{8}$	0.0548	0.98
$γ_{9}$	-0.1486	-1.96
$γ_{10}$	0.1115	1.81

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

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Volatility Forecasts

Volatility Forecasts