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

V-Lab

SAP SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:24.27% (+1.27%)

Analysis last updated: Saturday, August 30, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0248	4.63
$α$	0.1115	7.59
$β$	0.8033	35.93
$γ_{1}$	0.0367	0.58
$γ_{2}$	-0.0211	-0.23
$γ_{3}$	-0.0430	-0.78
$γ_{4}$	-0.0474	-1.11
$γ_{5}$	0.1833	4.26
$γ_{6}$	-0.1713	-4.07
$γ_{7}$	0.0766	1.73
$γ_{8}$	0.0494	0.92
$γ_{9}$	-0.1418	-1.91
$γ_{10}$	0.1064	1.74

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

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Volatility Forecasts

Volatility Forecasts