V-Lab: TechnipFMC plc GAS-GARCH Student T Volatility Analysis

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V-Lab

TechnipFMC plc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.28% (-1.00%)

Analysis last updated: Friday, April 19, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.4284	5.36
$α$	0.0489	38.92
$β$	0.9940	845.26
$ν$	7	5.87

Estimation Period:
Jun 15, 2001 to Apr 19, 2024