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

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V-Lab

SAP SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:22.77% (-0.89%)

Analysis last updated: Friday, October 17, 2025 at 08:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9958	4.68
$α$	0.1139	7.77
$β$	0.8023	37.32
$γ_{1}$	0.0224	0.54
$γ_{2}$	-0.0064	-0.10
$γ_{3}$	-0.1006	-2.50
$γ_{4}$	0.1643	5.80
$γ_{5}$	-0.1325	-5.07
$γ_{6}$	0.1098	3.09
$γ_{7}$	-0.0895	-2.16
$γ_{8}$	0.0381	1.31

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts