SAP SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.62% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 17.09 | |
| 0.2233 | 33.51 | |
| 0.9645 | 535.55 | |
| -0.0552 | -13.28 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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