V-Lab: SAP SE GJR-GARCH Volatility Analysis

V-Lab

SAP SE GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:27.66% (-1.13%)

Analysis last updated: Saturday, May 17, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1500	21.59
$α$	0.0871	16.88
$β$	0.8421	221.84
$γ$	0.1016	11.31

Estimation Period:
Jan 2, 1990 to May 16, 2025

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Volatility Forecasts

Volatility Forecasts