SAP SE EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:52.02% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 17.05 | |
| 0.2229 | 33.46 | |
| 0.9647 | 537.16 | |
| -0.0552 | -13.29 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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