SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:52.46% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1511 | 21.91 | |
| 0.0889 | 17.17 | |
| 0.8411 | 225.79 | |
| 0.1013 | 11.48 |
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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