V-Lab
V-Lab
SAP SE AGARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:25.87% (+2.16%)
Analysis last updated: Saturday, June 14, 2025 at 11:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAP SE AGARCH
paramt-stat
ω0.129115.30
α0.138933.64
β0.8365232.49
γ0.519912.26
Estimation Period:
Jan 2, 1990 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts