V-Lab: EDAP TMS SA GJR-GARCH Volatility Analysis

V-Lab

EDAP TMS SA GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:65.58% (-2.41%)

Analysis last updated: Thursday, June 19, 2025 at 02:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4123	13.72
$α$	0.0641	24.74
$β$	0.9057	279.54
$γ$	0.0516	5.70

Estimation Period:
Aug 1, 1997 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts