V-Lab: Vivendi SE Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Vivendi SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.80% (-0.30%)

Analysis last updated: Saturday, April 20, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8447	7.36
$α$	0.0697	6.81
$β$	0.8709	44.73
$γ_{1}$	0.0462	1.19
$γ_{2}$	-0.0681	-1.15
$γ_{3}$	0.0810	1.81
$γ_{4}$	-0.2134	-5.14
$γ_{5}$	0.3050	7.62
$γ_{6}$	-0.2081	-3.87
$γ_{7}$	0.0468	0.62
$γ_{8}$	0.0373	0.44
$γ_{9}$	-0.0316	-0.46
$γ_{10}$	-0.0013	-0.03

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

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Volatility Forecasts

Volatility Forecasts