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Carmat SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 25th, 2025:84.65% (-5.85%)
Analysis last updated: Thursday, September 25, 2025 at 09:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Carmat SA S0GARCH
paramt-stat
ω0.52743.74
α0.29464.75
β0.52497.31
γ1-0.9069-2.74
γ21.23402.36
γ3-0.3919-1.11
γ4-0.0212-0.07
γ50.40931.51
γ6-0.5970-2.09
γ70.49431.70
γ8-0.3843-1.81
Estimation Period:
Jul 12, 2010 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts