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SAP SE GJR-GARCH Volatility Analysis
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SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 14th, 2025:56.38% (-2.24%)
Analysis last updated: Sunday, April 13, 2025 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAP SE GJR-GARCH
Volatility Summary Table
Closing Price:

€224.80

Return:

-2.29%

1 Week Pred:

55.93%

Average Week Vol:

52.94%

Average Month Vol:

40.04%

1 Month Pred:

54.31%

Min Vol:

16.23%

Max Vol:

150.23%

6 Month Pred:

48.55%

Average Vol:

35.88%

Vol of Vol:

41.72%

1 Year Pred:

46.25%

paramt-stat
ω0.148921.62
α0.088316.92
β0.8426222.32
γ0.098410.92
Estimation Period:
Jan 2, 1990 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts