SAP SE GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:33.23% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1375 | 24.03 | |
| 0.1334 | 34.75 | |
| 0.8474 | 260.11 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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