V-Lab: EDAP TMS SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

EDAP TMS SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:50.15% (+0.40%)

Analysis last updated: Thursday, May 2, 2024 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7230	5.09
$α$	0.0892	6.16
$β$	0.8631	44.06
$γ_{1}$	-0.2188	-2.83
$γ_{2}$	0.2549	2.21
$γ_{3}$	-0.0012	-0.01
$γ_{4}$	-0.0654	-0.68
$γ_{5}$	-0.0073	-0.08
$γ_{6}$	0.1611	1.93
$γ_{7}$	-0.2623	-2.35
$γ_{8}$	0.2038	1.99

Estimation Period:
Aug 1, 1997 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts