V-Lab
Capgemini SE EGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:25.12% (-0.69%)
Analysis last updated: Friday, May 3, 2024 at 08:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 13.50 | |
| 0.1162 | 39.03 | |
| 0.9877 | 1503.33 | |
| -0.0551 | -20.96 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024