V-Lab: Schneider Electric SE APARCH Volatility Analysis

V-Lab

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V-Lab

Schneider Electric SE APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.95% (-1.19%)

Analysis last updated: Friday, May 3, 2024 at 12:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0347	22.49
$α$	0.0722	40.30
$β$	0.9278	530.19
$γ$	0.4671	23.05
$δ$	1.1670	35.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts