V-Lab
V-Lab
SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 6th, 2025:21.52% (+2.29%)

Analysis last updated: Saturday, January 4, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAP SE GJR-GARCH
paramt-stat
ω0.148221.38
α0.088716.95
β0.8431221.12
γ0.096310.67
Estimation Period:
Jan 2, 1990 to Jan 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts