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

V-Lab

| |

V-Lab

Bouygues SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:20.21% (-0.59%)

Analysis last updated: Saturday, April 13, 2024 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1671	5.18
$α$	0.0861	5.79
$β$	0.8655	38.43
$γ_{1}$	0.0293	0.93
$γ_{2}$	0.0129	0.28
$γ_{3}$	-0.1371	-3.98
$γ_{4}$	0.1747	4.25
$γ_{5}$	-0.1053	-2.37
$γ_{6}$	0.0079	0.18
$γ_{7}$	0.0338	0.88
$γ_{8}$	-0.0156	-0.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts