V-Lab: SAP SE GJR-GARCH Volatility Analysis

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V-Lab

SAP SE GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:36.02% (+8.61%)

Analysis last updated: Saturday, October 25, 2025 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1506	21.71
$α$	0.0865	16.92
$β$	0.8423	223.24
$γ$	0.1012	11.39

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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Volatility Forecasts

Volatility Forecasts