SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:36.02% (+8.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1506 | 21.71 | |
| 0.0865 | 16.92 | |
| 0.8423 | 223.24 | |
| 0.1012 | 11.39 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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