V-Lab: TechnipFMC plc APARCH Volatility Analysis

V-Lab

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V-Lab

TechnipFMC plc APARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:30.58% (-0.43%)

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
$ω$	0.0402	14.57
$α$	0.0550	20.21
$β$	0.9439	397.61
$γ$	0.3383	10.88
$δ$	1.3539	26.56

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts