SAP SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.85% (-6.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0145 | 4.63 | |
| 0.1165 | 7.76 | |
| 0.8045 | 38.77 | |
| 0.0242 | 0.59 | |
| -0.0116 | -0.19 | |
| -0.0930 | -2.30 | |
| 0.1575 | 5.45 | |
| -0.1286 | -4.89 | |
| 0.1080 | 2.99 | |
| -0.0887 | -2.03 | |
| 0.0368 | 1.16 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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