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

V-Lab

SAP SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:23.60% (+3.29%)

Analysis last updated: Saturday, June 14, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0291	4.72
$α$	0.1116	7.52
$β$	0.8007	34.87
$γ_{1}$	0.0414	0.66
$γ_{2}$	-0.0296	-0.32
$γ_{3}$	-0.0325	-0.60
$γ_{4}$	-0.0632	-1.48
$γ_{5}$	0.1988	4.65
$γ_{6}$	-0.1795	-4.21
$γ_{7}$	0.0763	1.66
$γ_{8}$	0.0556	0.97
$γ_{9}$	-0.1482	-1.92
$γ_{10}$	0.1097	1.77

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

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Volatility Forecasts

Volatility Forecasts