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V-Lab

Schneider Electric SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:23.53% (+3.69%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Schneider Electric SE S0GARCH
paramt-stat
ω0.86525.66
α0.08499.51
β0.877373.40
γ1-0.0660-1.75
γ20.12302.27
γ3-0.1445-4.59
γ40.18687.05
γ5-0.1677-6.66
γ60.08363.11
γ70.00030.01
γ8-0.0228-1.16
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts