SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:30.14% (+7.91%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.1507 | 21.69 | |
0.0864 | 16.90 | |
0.8422 | 222.98 | |
0.1014 | 11.41 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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