SAP SE MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
48.02%
decreased by 2.39%
1 Week
46.67%
decreased by 3.74%
1 Month
43.87%
decreased by 6.54%
Analysis last updated: Saturday, June 6, 2026 at 08:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0493 | 14.29 | |
| 0.7841 | 129.95 | |
| 0.1389 | 20.49 | |
| 0.0095 | 3.56 | |
| 0.0156 | 4.70 | |
| 0.9825 | 247.11 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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