V-Lab: Electricite de France SA GAS-GARCH Student T Volatility Analysis

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V-Lab

Electricite de France SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 12th, 2023:0.48% (-0.01%)

Analysis last updated: Sunday, June 11, 2023 at 07:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1625	5.47
$α$	0.0972	122.93
$β$	0.9990	4995.00
$ν$	3	281.20

Estimation Period:
Nov 18, 2005 to Jun 9, 2023