V-Lab: Schneider Electric SE Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Schneider Electric SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.76% (-1.12%)

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
$ω$	0.8751	5.79
$α$	0.0846	9.48
$β$	0.8769	72.90
$γ_{1}$	-0.0625	-1.69
$γ_{2}$	0.1176	2.21
$γ_{3}$	-0.1411	-4.53
$γ_{4}$	0.1844	7.02
$γ_{5}$	-0.1673	-6.79
$γ_{6}$	0.0847	3.23
$γ_{7}$	-0.0001	-0.01
$γ_{8}$	-0.0237	-1.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts