V-Lab: EDAP TMS SA MF2-GARCH Volatility Analysis

V-Lab

EDAP TMS SA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:77.54% (-1.77%)

Analysis last updated: Thursday, June 19, 2025 at 02:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1618	19.56
$β$	0.5278	22.76
$γ$	0.0458	2.80
$λ_{1}$	0.5576	1.68
$λ_{2}$	0.0883	2.50
$λ_{3}$	0.8980	21.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts