SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:81.68% (-7.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1506 | 21.86 | |
| 0.0886 | 17.12 | |
| 0.8413 | 226.03 | |
| 0.1018 | 11.49 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities