Skip to main content
V-Lab
V-Lab
SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:22.41% (-0.32%)
Analysis last updated: Friday, December 12, 2025 at 09:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAP SE GJR-GARCH
paramt-stat
ω0.150621.80
α0.087017.02
β0.8423224.09
γ0.099311.23
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts