V-Lab: SAP SE Spline-GARCH Volatility Analysis

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V-Lab

SAP SE Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:26.79% (+0.89%)

Analysis last updated: Sunday, December 7, 2025 at 01:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0544	4.84
$α$	0.1095	7.44
$β$	0.8037	35.01
$γ_{1}$	0.0487	0.79
$γ_{2}$	-0.0383	-0.42
$γ_{3}$	-0.0370	-0.69
$γ_{4}$	-0.0462	-1.10
$γ_{5}$	0.1816	4.26
$γ_{6}$	-0.1735	-4.25
$γ_{7}$	0.0805	1.91
$γ_{8}$	0.0522	0.99
$γ_{9}$	-0.1711	-2.09
$γ_{10}$	0.2151	1.94

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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Volatility Forecasts

Volatility Forecasts