SAP SE GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
52.36%
decreased by 0.73%
1 Week
52.11%
decreased by 0.98%
1 Month
51.15%
decreased by 1.94%
Analysis last updated: Thursday, May 21, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7157 | 4.52 | |
| 0.0653 | 48.33 | |
| 0.9915 | 528.24 | |
| 4.2636 | 16.90 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other GAS-GARCH Student T Analyses on International Equities