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

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V-Lab

Carrefour SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.55% (-0.74%)

Analysis last updated: Wednesday, May 1, 2024 at 09:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0451	29.53
$α$	0.1739	67.94
$β$	0.8063	279.09
$γ$	0.0469	7.83
$δ$	0.6409	14.81

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts