V-Lab: Carrefour SA Asy. MEM Volatility Analysis

V-Lab

| |

V-Lab

Carrefour SA Asy. MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:22.94% (-0.59%)

Analysis last updated: Friday, April 19, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0566	28.95
$α$	0.1132	31.71
$β$	0.8518	341.41
$γ$	0.0364	6.79

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts