SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:33.44% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1539 | 22.25 | |
| 0.0902 | 17.43 | |
| 0.8390 | 225.67 | |
| 0.1015 | 11.43 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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