V-Lab
Vivendi SE GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.95% (-0.73%)
Analysis last updated: Friday, May 3, 2024 at 12:58 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0930 | 11.24 | |
| 0.0145 | 6.62 | |
| 0.9085 | 285.34 | |
| 0.0981 | 13.09 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024