V-Lab: SAP SE MF2-GARCH Volatility Analysis

V-Lab

SAP SE MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:27.35% (+1.86%)

Analysis last updated: Saturday, August 9, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0450	13.07
$β$	0.7838	122.58
$γ$	0.1428	20.76
$λ_{1}$	0.0089	3.33
$λ_{2}$	0.0149	4.54
$λ_{3}$	0.9831	247.01

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts