V-Lab: SAP SE GAS-GARCH Student T Volatility Analysis

V-Lab

SAP SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:27.34% (+1.61%)

Analysis last updated: Wednesday, June 25, 2025 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6013	4.55
$α$	0.0658	47.63
$β$	0.9913	516.57
$ν$	4.2731	16.69

Estimation Period:
Jan 2, 1990 to Jun 20, 2025