V-Lab: Legrand SA MF2-GARCH Volatility Analysis

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V-Lab

Legrand SA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:19.70% (-0.43%)

Analysis last updated: Friday, May 3, 2024 at 08:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0147	8.52
$β$	0.9103	181.84
$γ$	0.0817	20.61
$λ_{1}$	0.0137	3.17
$λ_{2}$	0.0244	2.80
$λ_{3}$	0.9700	92.48

Estimation Period:
Apr 6, 2006 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts