SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:33.25% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1507 | 21.83 | |
| 0.0870 | 17.03 | |
| 0.8424 | 224.45 | |
| 0.0992 | 11.22 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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