SAP SE Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
37.05%
decreased by 1.78%
1 Week
36.14%
decreased by 2.69%
1 Month
33.74%
decreased by 5.09%
Analysis last updated: Wednesday, June 24, 2026 at 06:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0570 | 4.75 | |
| 0.1177 | 7.89 | |
| 0.8077 | 40.76 | |
| 0.0303 | 0.75 | |
| -0.0227 | -0.37 | |
| -0.0822 | -2.03 | |
| 0.1485 | 5.05 | |
| -0.1236 | -4.73 | |
| 0.1065 | 2.97 | |
| -0.0902 | -2.01 | |
| 0.0388 | 1.15 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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