SAP SE AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
53.24%
decreased by 4.31%
1 Week
52.77%
decreased by 4.78%
1 Month
51.12%
decreased by 6.43%
Analysis last updated: Friday, June 5, 2026 at 06:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1295 | 15.45 | |
| 0.1399 | 34.20 | |
| 0.8362 | 238.36 | |
| 0.5244 | 12.62 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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