V-Lab: SAP SE MF2-GARCH Volatility Analysis

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V-Lab

SAP SE MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:24.86% (-0.93%)

Analysis last updated: Friday, October 17, 2025 at 08:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0444	12.99
$β$	0.7831	122.93
$γ$	0.1433	20.97
$λ_{1}$	0.0090	3.28
$λ_{2}$	0.0150	4.46
$λ_{3}$	0.9830	241.95

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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