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

V-Lab

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V-Lab

Carrefour SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:21.86% (-0.36%)

Analysis last updated: Saturday, May 4, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9397	8.53
$α$	0.0583	6.42
$β$	0.9039	59.95
$γ_{1}$	0.0191	0.78
$γ_{2}$	0.0088	0.24
$γ_{3}$	-0.1063	-4.30
$γ_{4}$	0.1641	6.41
$γ_{5}$	-0.1382	-4.96
$γ_{6}$	0.0753	2.39
$γ_{7}$	-0.0355	-0.92
$γ_{8}$	0.0183	0.58

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts