V-Lab: SAP SE GJR-GARCH Volatility Analysis

V-Lab

SAP SE GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:29.60% (-0.57%)

Analysis last updated: Thursday, July 31, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1504	21.62
$α$	0.0869	16.89
$β$	0.8417	221.69
$γ$	0.1021	11.39

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts