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

V-Lab

SAP SE Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:24.93% (-0.56%)

Analysis last updated: Saturday, June 14, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1162	15.15
$α$	0.2037	39.83
$β$	0.7753	133.30
$γ$	0.0953	12.17
$δ$	1.7460	40.95

Estimation Period:
Jan 28, 1991 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts