Skip to main content
V-Lab

SAP SE MEM Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

47.62%

decreased by 1.97%

1 Week

47.19%

decreased by 2.40%

1 Month

45.69%

decreased by 3.90%

Analysis last updated: Saturday, August 8, 2026 at 08:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAP SE MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 28, 1991 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 30 trading days, meaning a shock loses half its impact after approximately 30 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1234
8.17***
α

ARCH

Response to squared shocks

0.2016
33.63***
β

GARCH

Volatility persistence

0.7756
168.05***

Persistence:

0.977

Half-life:

30 days