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Vivendi SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.80% (-0.85%)
Analysis last updated: Friday, February 6, 2026 at 08:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vivendi SE S0GARCH
paramt-stat
ω0.82197.32
α0.07966.78
β0.855641.19
γ10.01810.53
γ2-0.0118-0.23
γ30.00960.24
γ4-0.1271-3.32
γ50.25697.00
γ6-0.2364-6.44
γ70.11732.20
γ8-0.0122-0.14
γ9-0.0213-0.18
γ100.00060.01
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts