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

V-Lab

| |

V-Lab

Bouygues SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.16% (+12.15%)

Analysis last updated: Wednesday, May 1, 2024 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1693	5.20
$α$	0.0869	5.78
$β$	0.8642	37.94
$γ_{1}$	0.0297	0.95
$γ_{2}$	0.0120	0.26
$γ_{3}$	-0.1361	-3.98
$γ_{4}$	0.1740	4.27
$γ_{5}$	-0.1049	-2.38
$γ_{6}$	0.0071	0.16
$γ_{7}$	0.0361	0.94
$γ_{8}$	-0.0185	-0.71

Estimation Period:
Jan 1, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts