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

V-Lab

SAP SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 22nd, 2025:44.21% (-2.77%)

Analysis last updated: Sunday, April 20, 2025 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6762	4.56
$α$	0.0651	49.02
$β$	0.9917	545.19
$ν$	4.2842	17.14

Estimation Period:
Jan 2, 1990 to Apr 18, 2025