SAP SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:113.85% (-12.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0478 | 13.85 | |
| 0.7860 | 127.21 | |
| 0.1433 | 21.21 | |
| 0.0094 | 3.60 | |
| 0.0150 | 4.75 | |
| 0.9830 | 257.94 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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