V-Lab
V-Lab
SAP SE MEM Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:23.41% (-0.66%)
Analysis last updated: Saturday, June 14, 2025 at 11:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAP SE MEM
paramt-stat
ω0.12658.23
α0.205133.24
β0.7707161.03
Estimation Period:
Jan 28, 1991 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts