V-Lab
V-Lab
SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 25th, 2025:26.27% (+0.34%)
Analysis last updated: Wednesday, June 25, 2025 at 10:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAP SE GJR-GARCH
paramt-stat
ω0.150721.63
α0.087316.91
β0.8413221.16
γ0.102311.37
Estimation Period:
Jan 2, 1990 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts