V-Lab: SAP SE MF2-GARCH Volatility Analysis

V-Lab

SAP SE MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:24.19% (-1.06%)

Analysis last updated: Wednesday, July 16, 2025 at 01:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0452	13.11
$β$	0.7834	122.53
$γ$	0.1436	20.79
$λ_{1}$	0.0089	3.35
$λ_{2}$	0.0149	4.57
$λ_{3}$	0.9831	248.83

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts