V-Lab: Schneider Electric SE Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Schneider Electric SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.91% (+3.58%)

Analysis last updated: Saturday, April 20, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8721	5.74
$α$	0.0846	9.47
$β$	0.8773	73.11
$γ_{1}$	-0.0631	-1.70
$γ_{2}$	0.1184	2.21
$γ_{3}$	-0.1413	-4.52
$γ_{4}$	0.1845	7.00
$γ_{5}$	-0.1671	-6.74
$γ_{6}$	0.0843	3.19
$γ_{7}$	0.0002	0.01
$γ_{8}$	-0.0239	-1.23

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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Volatility Forecasts