SAP SE EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:32.22% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0651 | 16.75 | |
| 0.2204 | 32.87 | |
| 0.9650 | 535.23 | |
| -0.0546 | -13.00 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
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