V-Lab
Electricite de France SA MEM Volatility Analysis
Volatility Prediction for Thursday, May 18th, 2023:2.75% (-0.08%)
Analysis last updated: Friday, May 19, 2023 at 01:08 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 6.94 | |
| 0.2101 | 56.90 | |
| 0.7899 | 242.16 |
Estimation Period:
Nov 18, 2005 to May 12, 2023
Nov 18, 2005 to May 12, 2023
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