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

V-Lab

SAP SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:35.59% (-2.00%)

Analysis last updated: Sunday, May 11, 2025 at 03:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6504	4.55
$α$	0.0650	48.80
$β$	0.9916	538.04
$ν$	4.2683	17.11

Estimation Period:
Jan 2, 1990 to May 9, 2025