SAP SE MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
50.45%
decreased by 4.54%
1 Week
48.88%
decreased by 6.11%
1 Month
44.53%
decreased by 10.46%
Analysis last updated: Tuesday, April 28, 2026 at 06:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0485 | 14.09 | |
| 0.7844 | 130.08 | |
| 0.1407 | 20.82 | |
| 0.0094 | 3.55 | |
| 0.0152 | 4.70 | |
| 0.9828 | 252.08 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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