SAP SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.89% (-7.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0469 | 13.80 | |
| 0.7888 | 134.36 | |
| 0.1386 | 21.67 | |
| 0.0159 | 2.84 | |
| 0.0247 | 3.53 | |
| 0.9720 | 115.92 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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