V-Lab: SAP SE MF2-GARCH Volatility Analysis

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V-Lab

SAP SE MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:41.85% (+11.78%)

Analysis last updated: Friday, November 7, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0445	13.01
$β$	0.7837	123.24
$γ$	0.1422	20.90
$λ_{1}$	0.0090	3.28
$λ_{2}$	0.0150	4.45
$λ_{3}$	0.9830	240.58

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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