SAP SE MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
34.69%
decreased by 2.47%
1 Week
34.73%
decreased by 2.43%
1 Month
35.09%
decreased by 2.07%
Analysis last updated: Wednesday, April 1, 2026 at 06:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0473 | 13.99 | |
| 0.7863 | 136.66 | |
| 0.1383 | 21.52 | |
| 0.0158 | 2.81 | |
| 0.0246 | 3.50 | |
| 0.9721 | 115.42 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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