V-Lab: SAP SE MF2-GARCH Volatility Analysis

V-Lab

SAP SE MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:27.26% (+2.66%)

Analysis last updated: Saturday, August 30, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0451	13.09
$β$	0.7834	122.97
$γ$	0.1421	20.71
$λ_{1}$	0.0090	3.30
$λ_{2}$	0.0149	4.49
$λ_{3}$	0.9831	243.75

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts