SAP SE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:24.49% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5639 | 4.54 | |
| 0.0648 | 47.34 | |
| 0.9913 | 519.85 | |
| 4.2672 | 16.59 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
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