SAP SE APARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
39.02%
decreased by 0.87%
1 Week
39.37%
decreased by 0.52%
1 Month
40.56%
increased by 0.67%
Analysis last updated: Tuesday, May 12, 2026 at 06:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0801 | 18.65 | |
| 0.1346 | 31.12 | |
| 0.8654 | 201.77 | |
| 0.2861 | 13.56 | |
| 1.0358 | 32.58 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
Other APARCH Analyses on International Equities