SAP SE MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
46.44%
decreased by 2.84%
1 Week
46.41%
decreased by 2.87%
1 Month
46.29%
decreased by 2.99%
Analysis last updated: Wednesday, June 24, 2026 at 06:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0901 | 21.35 | |
| 0.8456 | 208.70 | |
| 0.0945 | 14.23 | |
| 8.1898 | 0.19 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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