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	param	t-stat
$ω$	1.0220	4.69
$α$	0.1163	7.74
$β$	0.8043	39.26
$γ_{1}$	0.0257	0.63
$γ_{2}$	-0.0139	-0.23
$γ_{3}$	-0.0912	-2.27
$γ_{4}$	0.1562	5.42
$γ_{5}$	-0.1279	-4.89
$γ_{6}$	0.1080	3.01
$γ_{7}$	-0.0898	-2.05
$γ_{8}$	0.0382	1.19

V-Lab

SAP SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:27.48% (-1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAP SE Analyses