V-Lab: SAP SE Zero Slope Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

SAP SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:22.05% (-0.46%)

Analysis last updated: Sunday, November 30, 2025 at 02:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0057	4.73
$α$	0.1124	7.72
$β$	0.8046	37.71
$γ_{1}$	0.0240	0.58
$γ_{2}$	-0.0092	-0.15
$γ_{3}$	-0.0983	-2.45
$γ_{4}$	0.1626	5.73
$γ_{5}$	-0.1321	-5.06
$γ_{6}$	0.1107	3.11
$γ_{7}$	-0.0920	-2.18
$γ_{8}$	0.0405	1.36

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts