SAP SE APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.29% (-6.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0804 | 18.56 | |
| 0.1347 | 30.95 | |
| 0.8653 | 200.30 | |
| 0.2877 | 13.59 | |
| 1.0406 | 32.37 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities