SAP SE Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
67.50%
decreased by 1.23%
1 Week
66.39%
decreased by 2.34%
1 Month
62.45%
decreased by 6.28%
Analysis last updated: Friday, June 5, 2026 at 06:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1261 | 19.22 | |
| 0.1623 | 28.95 | |
| 0.7782 | 152.71 | |
| 0.0717 | 8.22 |
Estimation Period:
Jan 28, 1991 to May 29, 2026
Jan 28, 1991 to May 29, 2026
Other Asy. MEM Analyses on International Equities