Sap Se GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.34% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0929 | 13.94 | |
| 0.0478 | 16.61 | |
| 0.9186 | 220.13 |
Estimation Period:
Aug 8, 2007 to Feb 6, 2026
Aug 8, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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