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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0300	4.61***
α ARCH Response to squared shocks	0.1165	7.86***
β GARCH Volatility persistence	0.8089	41.06***

γ₁	0.0272	0.67
γ₂	-0.0197	-0.32
γ₃	-0.0814	-2.02**
γ₄	0.1471	5.02***
γ₅	-0.1226	-4.73***
γ₆	0.1061	2.99***
γ₇	-0.0910	-2.03**
γ₈	0.0400	1.17

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SAP SE Zero Slope Spline-GARCH Volatility Analysis

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