SAP SE AGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:31.26% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1302 | 15.48 | |
| 0.1402 | 34.02 | |
| 0.8356 | 236.18 | |
| 0.5227 | 12.57 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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