V-Lab
SAP SE EGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:22.16% (-1.39%)
Analysis last updated: Saturday, May 18, 2024 at 11:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0658 | 16.56 | |
| 0.2232 | 32.39 | |
| 0.9650 | 527.35 | |
| -0.0513 | -11.88 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024