SAP SE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:33.53% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6339 | 4.51 | |
| 0.0658 | 47.12 | |
| 0.9912 | 504.41 | |
| 4.2583 | 16.48 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
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