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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0467	4.67***
α ARCH Response to squared shocks	0.1190	7.96***
β GARCH Volatility persistence	0.8069	41.18***

γ₁	0.0294	0.73
γ₂	-0.0234	-0.39
γ₃	-0.0783	-1.95*
γ₄	0.1445	4.91***
γ₅	-0.1210	-4.68***
γ₆	0.1050	2.98***
γ₇	-0.0904	-2.01**
γ₈	0.0396	1.14

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SAP SE Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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