SAP SE GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
46.18%
decreased by 2.91%
1 Week
46.11%
decreased by 2.98%
1 Month
45.88%
decreased by 3.21%
Analysis last updated: Wednesday, June 24, 2026 at 06:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1511 | 22.21 | |
| 0.0899 | 17.53 | |
| 0.8411 | 230.49 | |
| 0.0994 | 11.36 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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