SAP SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.15% (-6.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 17.05 | |
| 0.2231 | 33.48 | |
| 0.9648 | 537.17 | |
| -0.0554 | -13.30 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities