V-Lab: TechnipFMC plc GJR-GARCH Volatility Analysis

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V-Lab

TechnipFMC plc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:29.74% (-0.45%)

Analysis last updated: Thursday, April 18, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0668	12.86
$α$	0.0280	13.00
$β$	0.9426	402.14
$γ$	0.0403	7.43

Estimation Period:
Jun 15, 2001 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts