V-Lab: SAP SE MF2-GARCH Volatility Analysis

V-Lab

SAP SE MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:28.49% (+4.92%)

Analysis last updated: Saturday, June 14, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0454	13.14
$β$	0.7830	122.33
$γ$	0.1438	20.75
$λ_{1}$	0.0089	3.35
$λ_{2}$	0.0149	4.55
$λ_{3}$	0.9831	247.44

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts