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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0475	4.67***
α ARCH Response to squared shocks	0.1183	7.90***
β GARCH Volatility persistence	0.8079	41.06***

γ₁	0.0295	0.73
γ₂	-0.0232	-0.38
γ₃	-0.0793	-1.97**
γ₄	0.1457	4.95***
γ₅	-0.1218	-4.68***
γ₆	0.1055	2.97***
γ₇	-0.0900	-1.99**
γ₈	0.0387	1.12

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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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