V-Lab
V-Lab

Alcatel-Lucent SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 1st, 2016:3.14% (0.00%)

Analysis last updated: Monday, October 31, 2016 at 06:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alcatel-Lucent SA SGARCH
paramt-stat
ω0.67275.59
α0.09965.85
β0.844135.71
γ10.17541.50
γ2-0.2525-1.28
γ30.16121.10
γ4-0.1832-1.79
γ50.05680.76
γ60.18112.41
γ7-0.2255-2.50
γ80.13211.16
γ9-0.5553-4.10
Estimation Period:
Jan 1, 1990 to Oct 28, 2016
Impact of return on volatility tomorrow
Volatility Forecasts