SAP SE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:24.28% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5879 | 4.55 | |
| 0.0650 | 47.54 | |
| 0.9914 | 522.05 | |
| 4.2738 | 16.65 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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