SAP SE GJR-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
38.70%
decreased by 1.53%
1 Week
38.92%
decreased by 1.31%
1 Month
39.67%
decreased by 0.56%
Analysis last updated: Saturday, March 28, 2026 at 11:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1541 | 22.31 | |
| 0.0902 | 17.44 | |
| 0.8390 | 226.44 | |
| 0.1014 | 11.43 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
Other GJR-GARCH Analyses on International Equities