SAP SE AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.60% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1294 | 15.37 | |
| 0.1399 | 33.98 | |
| 0.8361 | 236.27 | |
| 0.5236 | 12.57 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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