V-Lab: TechnipFMC plc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

TechnipFMC plc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:32.89% (+0.38%)

Analysis last updated: Thursday, May 2, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1706	4.67
$α$	0.0668	5.38
$β$	0.8812	43.78
$γ_{1}$	0.0295	0.22
$γ_{2}$	0.0920	0.49
$γ_{3}$	-0.1445	-1.28
$γ_{4}$	-0.0799	-0.79
$γ_{5}$	0.1138	0.97
$γ_{6}$	0.1382	1.15
$γ_{7}$	-0.3395	-2.66
$γ_{8}$	0.4977	3.58
$γ_{9}$	-0.6680	-4.82
$γ_{10}$	0.5071	4.70

Estimation Period:
Jun 15, 2001 to Apr 26, 2024

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