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

V-Lab

EDAP TMS SA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:69.76% (-2.77%)

Analysis last updated: Friday, August 22, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4167	13.87
$α$	0.0647	24.94
$β$	0.9051	278.84
$γ$	0.0510	5.61

Estimation Period:
Aug 1, 1997 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts