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

V-Lab

EDAP TMS SA MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:103.66% (-15.21%)

Analysis last updated: Tuesday, May 20, 2025 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1605	19.50
$β$	0.5246	22.38
$γ$	0.0479	2.92
$λ_{1}$	0.5721	1.66
$λ_{2}$	0.0927	2.46
$λ_{3}$	0.8939	20.07

Estimation Period:
Aug 1, 1997 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts