V-Lab: Carrefour SA Asy. Power MEM Volatility Analysis

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V-Lab

Carrefour SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.78% (-0.92%)

Analysis last updated: Saturday, April 20, 2024 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0451	29.52
$α$	0.1739	67.91
$β$	0.8062	278.97
$γ$	0.0468	7.81
$δ$	0.6380	14.73

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts