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 16th, 2025:25.58% (+2.52%)

Analysis last updated: Saturday, June 14, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5998	4.54
$α$	0.0658	47.61
$β$	0.9913	515.49
$ν$	4.2690	16.71

Estimation Period:
Jan 2, 1990 to Jun 13, 2025