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	param	t-stat
$ω$	1.0520	4.79
$α$	0.1093	7.46
$β$	0.8060	35.67
$γ_{1}$	0.0465	0.75
$γ_{2}$	-0.0339	-0.37
$γ_{3}$	-0.0440	-0.81
$γ_{4}$	-0.0341	-0.81
$γ_{5}$	0.1685	3.92
$γ_{6}$	-0.1649	-4.03
$γ_{7}$	0.0767	1.85
$γ_{8}$	0.0557	1.10
$γ_{9}$	-0.1875	-2.32
$γ_{10}$	0.2942	2.32

V-Lab

SAP SE Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:64.05% (-5.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAP SE Analyses