V-Lab: Bouygues SA Spline-GARCH Volatility Analysis

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V-Lab

Bouygues SA Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:18.50% (-0.20%)

Analysis last updated: Thursday, April 18, 2024 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1515	5.21
$α$	0.0868	5.67
$β$	0.8626	36.86
$γ_{1}$	0.0244	0.78
$γ_{2}$	0.0223	0.49
$γ_{3}$	-0.1462	-4.29
$γ_{4}$	0.1834	4.52
$γ_{5}$	-0.1120	-2.56
$γ_{6}$	0.0098	0.23
$γ_{7}$	0.0412	1.00
$γ_{8}$	-0.0438	-0.71

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

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Volatility Forecasts

Volatility Forecasts