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

V-Lab

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V-Lab

Carrefour SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:22.62% (-0.51%)

Analysis last updated: Tuesday, April 30, 2024 at 08:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9390	8.53
$α$	0.0584	6.42
$β$	0.9038	59.84
$γ_{1}$	0.0188	0.77
$γ_{2}$	0.0093	0.26
$γ_{3}$	-0.1069	-4.32
$γ_{4}$	0.1645	6.40
$γ_{5}$	-0.1380	-4.92
$γ_{6}$	0.0747	2.35
$γ_{7}$	-0.0346	-0.89
$γ_{8}$	0.0174	0.55

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts