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

V-Lab

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V-Lab

Schneider Electric SE Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.79% (-1.14%)

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
$ω$	0.8465	5.63
$α$	0.0845	9.44
$β$	0.8768	72.73
$γ_{1}$	-0.0721	-1.94
$γ_{2}$	0.1329	2.49
$γ_{3}$	-0.1510	-4.85
$γ_{4}$	0.1913	7.31
$γ_{5}$	-0.1708	-6.95
$γ_{6}$	0.0832	3.14
$γ_{7}$	0.0110	0.38
$γ_{8}$	-0.0573	-1.35

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

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Volatility Forecasts

Volatility Forecasts