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

V-Lab

SAP SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:26.17% (-1.44%)

Analysis last updated: Wednesday, July 16, 2025 at 01:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5935	4.56
$α$	0.0657	47.63
$β$	0.9913	519.01
$ν$	4.2812	16.64

Estimation Period:
Jan 2, 1990 to Jul 11, 2025