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	param	t-stat
$ω$	1.0040	4.74
$α$	0.1132	7.75
$β$	0.8029	37.30
$γ_{1}$	0.0240	0.59
$γ_{2}$	-0.0099	-0.16
$γ_{3}$	-0.0967	-2.44
$γ_{4}$	0.1612	5.72
$γ_{5}$	-0.1314	-5.08
$γ_{6}$	0.1110	3.14
$γ_{7}$	-0.0938	-2.23
$γ_{8}$	0.0428	1.43

V-Lab

SAP SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:20.72% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAP SE Analyses