V-Lab: SAP SE MF2-GARCH Volatility Analysis

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V-Lab

SAP SE MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:24.06% (-0.75%)

Analysis last updated: Sunday, November 30, 2025 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0448	13.09
$β$	0.7840	123.38
$γ$	0.1407	20.74
$λ_{1}$	0.0089	3.28
$λ_{2}$	0.0150	4.45
$λ_{3}$	0.9830	241.00

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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