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	param	t-stat
$ω$	0.1510	21.83
$α$	0.0888	17.12
$β$	0.8407	225.15
$γ$	0.1031	11.52

V-Lab

SAP SE GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:88.93% (-7.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAP SE Analyses