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	param	t-stat
$ω$	1.0501	4.80
$α$	0.1101	7.47
$β$	0.8041	35.56
$γ_{1}$	0.0456	0.74
$γ_{2}$	-0.0321	-0.36
$γ_{3}$	-0.0471	-0.87
$γ_{4}$	-0.0288	-0.69
$γ_{5}$	0.1630	3.80
$γ_{6}$	-0.1618	-3.99
$γ_{7}$	0.0774	1.90
$γ_{8}$	0.0516	1.05
$γ_{9}$	-0.1825	-2.31
$γ_{10}$	0.2910	2.30

V-Lab

SAP SE Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:36.88% (-0.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAP SE Analyses