V-Lab
Safran SA AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:19.71% (-0.47%)
Analysis last updated: Friday, May 3, 2024 at 12:59 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 4.21 | |
| 0.0629 | 36.28 | |
| 0.9301 | 538.24 | |
| 0.6612 | 19.04 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024