SAP SE MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:29.09% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0474 | 14.00 | |
| 0.7863 | 136.54 | |
| 0.1386 | 21.49 | |
| 0.0158 | 2.81 | |
| 0.0246 | 3.50 | |
| 0.9721 | 115.40 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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