SAP SE EGARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:35.07% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0667 | 17.14 | |
| 0.2239 | 33.58 | |
| 0.9643 | 534.23 | |
| -0.0552 | -13.28 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
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