V-Lab: Veolia Environnement SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Veolia Environnement SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:22.17% (+1.79%)

Analysis last updated: Friday, April 19, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2392	5.17
$α$	0.0689	5.31
$β$	0.9160	64.06
$γ_{1}$	0.0251	2.21
$γ_{2}$	-0.0445	-2.65
$γ_{3}$	0.0287	3.03

Estimation Period:
Jul 19, 2000 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts