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V-Lab

Capgemini SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:23.07% (-0.45%)

Analysis last updated: Wednesday, March 27, 2024 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Capgemini SE S0GARCH
paramt-stat
ω0.82937.12
α0.05928.33
β0.910990.15
γ1-0.0302-0.98
γ20.09612.04
γ3-0.1649-4.69
γ40.15354.40
γ5-0.0707-1.93
γ60.01460.43
γ70.02180.72
γ8-0.0303-1.36
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts