SAP SE Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
60.15%
increased by 3.13%
1 Week
58.69%
increased by 1.67%
1 Month
54.92%
decreased by 2.10%
Analysis last updated: Friday, June 5, 2026 at 06:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0265 | 4.61 | |
| 0.1096 | 7.74 | |
| 0.8123 | 38.22 | |
| 0.0224 | 0.42 | |
| 0.0124 | 0.16 | |
| -0.1371 | -2.70 | |
| 0.1684 | 4.71 | |
| -0.0782 | -2.05 | |
| -0.0060 | -0.15 | |
| 0.0900 | 1.93 | |
| -0.1618 | -2.41 | |
| 0.2234 | 2.43 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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