V-Lab
SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:27.81% (-1.67%)
Analysis last updated: Saturday, November 9, 2024 at 10:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1493 | 21.44 | |
| 0.0891 | 16.96 | |
| 0.8429 | 220.83 | |
| 0.0957 | 10.59 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024