SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:19.61% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1502 | 21.78 | |
| 0.0873 | 17.04 | |
| 0.8423 | 224.00 | |
| 0.0991 | 11.19 |
Estimation Period:
Jan 2, 1990 to Dec 23, 2025
Jan 2, 1990 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities