V-Lab: Legrand SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Legrand SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.12% (-0.17%)

Analysis last updated: Saturday, April 20, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2412	7.51
$α$	0.0662	5.47
$β$	0.9148	74.13
$γ_{1}$	0.0020	2.27

Estimation Period:
Apr 6, 2006 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts