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

V-Lab

| |

V-Lab

SAP SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:26.20% (-1.49%)

Analysis last updated: Tuesday, November 12, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6231	4.59
$α$	0.0642	49.58
$β$	0.9918	554.70
$ν$	4	17.30

Estimation Period:
Jan 2, 1990 to Nov 8, 2024