SAP SE GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:54.73% (-3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1351 | 23.78 | |
| 0.1322 | 34.61 | |
| 0.8491 | 261.51 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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