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V-Lab

Bouygues SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:19.12% (-0.58%)

Analysis last updated: Wednesday, March 27, 2024 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bouygues SA S0GARCH
paramt-stat
ω1.17315.24
α0.08575.75
β0.865838.26
γ10.02970.95
γ20.01320.29
γ3-0.1386-4.01
γ40.17604.25
γ5-0.1058-2.37
γ60.00800.18
γ70.03380.88
γ8-0.0158-0.61
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts