V-Lab
V-Lab

Lafarge SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 21st, 2015:16.19% (-0.12%)

Analysis last updated: Friday, January 29, 2016 at 03:01 AM UTC

Date Range:

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to

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graph of Lafarge SA S0GARCH
paramt-stat
ω1.04956.91
α0.06547.95
β0.906169.82
γ1-0.0487-1.01
γ20.14151.88
γ3-0.1943-3.71
γ40.13732.77
γ50.01920.38
γ6-0.1325-3.06
γ70.10943.66
Estimation Period:
Jan 1, 1990 to Oct 16, 2015
Impact of return on volatility tomorrow
Volatility Forecasts