V-Lab: Technip SA Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Technip SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, January 17th, 2017:30.42% (-2.86%)

Analysis last updated: Monday, January 16, 2017 at 05:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0616	27.78
$α$	0.1686	44.81
$β$	0.8027	180.90
$γ$	0.1522	18.34
$δ$	0.5000	28.51

Estimation Period:
Nov 1, 1994 to Jan 13, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts