V-Lab

SAP SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:21.77% (-1.12%)
Analysis last updated: Wednesday, July 16, 2025 at 01:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAP SE S0GARCH
paramt-stat
ω1.01914.63
α0.11127.53
β0.802335.31
γ10.03740.59
γ2-0.0231-0.25
γ3-0.0381-0.70
γ4-0.0561-1.31
γ50.19244.48
γ6-0.1760-4.15
γ70.07561.67
γ80.05480.98
γ9-0.1486-1.96
γ100.11151.81
Estimation Period:
Jan 2, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts