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

V-Lab

SAP SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:25.14% (+0.44%)

Analysis last updated: Saturday, May 31, 2025 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6056	4.54
$α$	0.0659	47.66
$β$	0.9913	515.76
$ν$	4.2657	16.76

Estimation Period:
Jan 2, 1990 to May 30, 2025