V-Lab: Vivendi SE Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Vivendi SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.23% (-0.14%)

Analysis last updated: Saturday, April 27, 2024 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8424	7.41
$α$	0.0705	6.81
$β$	0.8685	43.77
$γ_{1}$	0.0444	1.15
$γ_{2}$	-0.0643	-1.09
$γ_{3}$	0.0770	1.74
$γ_{4}$	-0.2092	-5.08
$γ_{5}$	0.3014	7.60
$γ_{6}$	-0.2061	-3.88
$γ_{7}$	0.0462	0.62
$γ_{8}$	0.0376	0.45
$γ_{9}$	-0.0325	-0.47
$γ_{10}$	-0.0001	-0.00

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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