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V-Lab
V-Lab
SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:30.14% (+7.91%)
Analysis last updated: Saturday, October 11, 2025 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAP SE GJR-GARCH
paramt-stat
ω0.150721.69
α0.086416.90
β0.8422222.98
γ0.101411.41
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts