V-Lab: Vallourec SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Vallourec SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:38.20% (+0.14%)

Analysis last updated: Wednesday, May 1, 2024 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1331	4.74
$α$	0.0956	9.10
$β$	0.8321	46.19
$γ_{1}$	-0.0179	-0.37
$γ_{2}$	0.0797	1.15
$γ_{3}$	-0.1405	-3.11
$γ_{4}$	0.1584	3.66
$γ_{5}$	-0.1270	-3.10
$γ_{6}$	0.0502	0.98
$γ_{7}$	0.0448	0.87
$γ_{8}$	-0.1121	-2.41
$γ_{9}$	0.0889	2.58

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

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