SAP SE AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.76% (-6.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1279 | 15.21 | |
| 0.1395 | 33.95 | |
| 0.8370 | 237.25 | |
| 0.5242 | 12.57 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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