SAP SE GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
49.98%
decreased by 1.30%
1 Week
49.76%
decreased by 1.52%
1 Month
48.94%
decreased by 2.34%
Analysis last updated: Wednesday, June 24, 2026 at 06:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7698 | 4.52 | |
| 0.0653 | 48.90 | |
| 0.9917 | 540.43 | |
| 4.2660 | 17.19 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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