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Carrefoursa As Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.37% (-0.61%)
Analysis last updated: Saturday, February 7, 2026 at 12:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Carrefoursa As S0GARCH
paramt-stat
ω0.33701.56
α0.20416.50
β0.668516.10
γ1-4.8671-2.02
γ27.18362.17
γ3-2.8096-2.04
γ40.62870.66
γ5-0.5641-0.54
γ60.03890.04
γ71.69971.60
γ8-2.7688-2.87
γ92.32283.01
γ10-1.0580-1.97
Estimation Period:
Aug 7, 2015 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts