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

V-Lab

| |

V-Lab

Technip SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 17th, 2017:27.05% (-0.73%)

Analysis last updated: Monday, January 16, 2017 at 05:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5403	6.46
$α$	0.0887	6.62
$β$	0.8638	39.55
$γ_{1}$	-0.0268	-0.86
$γ_{2}$	-0.0157	-0.32
$γ_{3}$	0.0854	2.59
$γ_{4}$	-0.0640	-2.47
$γ_{5}$	0.0261	1.28

Estimation Period:
Nov 1, 1994 to Jan 6, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts