SAP SE Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
44.69%
decreased by 2.54%
1 Week
42.84%
decreased by 4.39%
1 Month
37.86%
decreased by 9.37%
Analysis last updated: Thursday, May 21, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0213 | 4.64 | |
| 0.1170 | 7.82 | |
| 0.8054 | 39.93 | |
| 0.0258 | 0.64 | |
| -0.0160 | -0.26 | |
| -0.0866 | -2.16 | |
| 0.1519 | 5.24 | |
| -0.1254 | -4.83 | |
| 0.1071 | 3.01 | |
| -0.0902 | -2.04 | |
| 0.0387 | 1.17 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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