V-Lab
SAP SE GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:23.01% (-0.95%)
Analysis last updated: Thursday, November 21, 2024 at 12:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1491 | 21.41 | |
| 0.0889 | 16.94 | |
| 0.8431 | 220.93 | |
| 0.0958 | 10.61 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024