V-Lab: SAP SE MF2-GARCH Volatility Analysis

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V-Lab

SAP SE MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:30.99% (-2.24%)

Analysis last updated: Thursday, November 13, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0444	12.98
$β$	0.7843	123.53
$γ$	0.1419	20.92
$λ_{1}$	0.0090	3.29
$λ_{2}$	0.0150	4.45
$λ_{3}$	0.9830	240.28

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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