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

V-Lab

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V-Lab

SAP SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:21.20% (+1.83%)

Analysis last updated: Tuesday, January 7, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5674	4.58
$α$	0.0639	49.34
$β$	0.9918	551.60
$ν$	4	17.24

Estimation Period:
Jan 2, 1990 to Jan 3, 2025