V-Lab: Carrefour SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Carrefour SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.28% (-0.39%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9385	8.52
$α$	0.0585	6.43
$β$	0.9037	59.85
$γ_{1}$	0.0185	0.76
$γ_{2}$	0.0099	0.27
$γ_{3}$	-0.1076	-4.33
$γ_{4}$	0.1649	6.38
$γ_{5}$	-0.1381	-4.88
$γ_{6}$	0.0745	2.32
$γ_{7}$	-0.0346	-0.88
$γ_{8}$	0.0176	0.55

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

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Volatility Forecasts

Volatility Forecasts