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	param	t-stat
$m$	66
$α$	0.0451	13.16
$β$	0.7837	123.54
$γ$	0.1410	20.78
$λ_{1}$	0.0089	3.30
$λ_{2}$	0.0149	4.48
$λ_{3}$	0.9831	243.95

V-Lab

SAP SE MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:28.98% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAP SE Analyses