Sap Se AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.45% (-3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 3.09 | |
| 0.0535 | 25.90 | |
| 0.8994 | 288.47 | |
| 1.4069 | 25.35 |
Estimation Period:
Aug 8, 2007 to Feb 6, 2026
Aug 8, 2007 to Feb 6, 2026
News Impact Curve
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