V-Lab
V-Lab

Safran SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:18.95% (-0.13%)

Analysis last updated: Thursday, March 28, 2024 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Safran SA S0GARCH
paramt-stat
ω1.12613.44
α0.08258.69
β0.883369.42
γ1-0.0208-0.46
γ20.14252.34
γ3-0.2732-7.28
γ40.27507.45
γ5-0.2322-6.77
γ60.17425.45
γ7-0.0785-2.72
γ80.01320.60
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts