V-Lab
V-Lab
SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:41.80% (+5.66%)
Analysis last updated: Friday, September 19, 2025 at 08:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAP SE GJR-GARCH
paramt-stat
ω0.150021.68
α0.086716.91
β0.8426223.37
γ0.100311.29
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts