V-Lab
V-Lab

Vallourec SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:41.98% (-1.40%)

Analysis last updated: Wednesday, March 27, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vallourec SA S0GARCH
paramt-stat
ω1.10494.52
α0.09409.07
β0.836848.08
γ1-0.0232-0.46
γ20.08601.20
γ3-0.1405-3.06
γ40.15423.59
γ5-0.1201-2.92
γ60.04330.83
γ70.04860.93
γ8-0.1089-2.28
γ90.08172.29
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
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