V-Lab
V-Lab
SAP SE MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:32.97% (-1.49%)

Analysis last updated: Wednesday, May 1, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAP SE MF2-GARCH
paramt-stat
m81
α0.091419.90
β0.8484184.79
γ0.086712.56
λ18.03521.44
λ20.00000.00
λ30.00000.00
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts