V-Lab: Schneider Electric SE MF2-GARCH Volatility Analysis

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V-Lab

Schneider Electric SE MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:23.86% (-0.86%)

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
$m$	91
$α$	0.0212	11.63
$β$	0.8796	301.96
$γ$	0.1063	29.95
$λ_{1}$	0.0242	6.26
$λ_{2}$	0.0424	7.83
$λ_{3}$	0.9517	149.87

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

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Volatility Forecasts