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

V-Lab

SAP SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:26.38% (+1.68%)

Analysis last updated: Saturday, August 30, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5808	4.55
$α$	0.0652	47.59
$β$	0.9913	520.39
$ν$	4.2681	16.70

Estimation Period:
Jan 2, 1990 to Aug 29, 2025