V-Lab: SAP SE AGARCH Volatility Analysis

V-Lab

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V-Lab

SAP SE AGARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:26.59% (-1.64%)

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
$ω$	0.1304	15.39
$α$	0.1386	33.25
$β$	0.8373	231.23
$γ$	0.5030	11.58

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts