V-Lab
Capgemini SE AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:23.10% (-0.75%)
Analysis last updated: Tuesday, April 30, 2024 at 08:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 1.52 | |
| 0.0563 | 46.76 | |
| 0.9339 | 670.43 | |
| 0.9873 | 28.46 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024