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

V-Lab

EDAP TMS SA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:54.33% (-0.46%)

Analysis last updated: Saturday, July 26, 2025 at 02:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4162	13.87
$α$	0.0652	24.92
$β$	0.9047	278.12
$γ$	0.0510	5.60

Estimation Period:
Aug 1, 1997 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts