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

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V-Lab

Safran SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.27% (-0.58%)

Analysis last updated: Wednesday, May 1, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1320	3.41
$α$	0.0811	8.65
$β$	0.8861	71.02
$γ_{1}$	-0.0190	-0.41
$γ_{2}$	0.1383	2.25
$γ_{3}$	-0.2689	-7.14
$γ_{4}$	0.2723	7.32
$γ_{5}$	-0.2313	-6.68
$γ_{6}$	0.1755	5.44
$γ_{7}$	-0.0825	-2.87
$γ_{8}$	0.0171	0.79

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

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