SAP SE MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
41.98%
decreased by 0.38%
1 Week
41.33%
decreased by 1.03%
1 Month
40.07%
decreased by 2.29%
Analysis last updated: Thursday, May 21, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0483 | 14.04 | |
| 0.7843 | 130.00 | |
| 0.1404 | 20.80 | |
| 0.0094 | 3.54 | |
| 0.0152 | 4.71 | |
| 0.9829 | 252.74 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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