V-Lab: SAP SE GJR-GARCH Volatility Analysis

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V-Lab

SAP SE GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 18th, 2025:36.86% (+0.08%)

Analysis last updated: Tuesday, November 18, 2025 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1498	21.69
$α$	0.0861	16.89
$β$	0.8431	224.48
$γ$	0.1001	11.34

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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