V-Lab: Renault SA MF2-GARCH Volatility Analysis

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V-Lab

Renault SA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.21% (+1.29%)

Analysis last updated: Saturday, April 20, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0162	9.65
$β$	0.9146	381.24
$γ$	0.0641	21.39
$λ_{1}$	0.1913	3.06
$λ_{2}$	0.1766	3.87
$λ_{3}$	0.7902	13.97

Estimation Period:
Nov 17, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts