SAP SE GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 14th, 2026
1 Day
46.29%
increased by 8.96%
1 Week
46.20%
increased by 8.87%
1 Month
45.89%
increased by 8.56%
Analysis last updated: Thursday, May 14, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1533 | 22.31 | |
| 0.0901 | 17.43 | |
| 0.8396 | 227.90 | |
| 0.1007 | 11.43 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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