Sap Se MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.85% (-3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0000 | 0.01 | |
| 0.9060 | 180.33 | |
| 0.0873 | 19.40 | |
| 0.0148 | 1.34 | |
| 0.0130 | 2.18 | |
| 0.9818 | 110.18 |
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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