SAP SE AGARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:38.72% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1287 | 15.31 | |
| 0.1374 | 33.80 | |
| 0.8377 | 235.65 | |
| 0.5226 | 12.29 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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