V-Lab: SAP SE Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

SAP SE Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:25.34% (-2.09%)

Analysis last updated: Tuesday, November 12, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1149	14.97
$α$	0.2028	39.42
$β$	0.7767	133.07
$γ$	0.0921	11.56
$δ$	1.7557	40.86

Estimation Period:
Jan 28, 1991 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts