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

Skip to main content

V-Lab

EDAP TMS SA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:86.61% (-4.49%)

Analysis last updated: Saturday, December 6, 2025 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1640	19.83
$β$	0.5275	22.97
$γ$	0.0410	2.51
$λ_{1}$	0.5477	1.68
$λ_{2}$	0.0849	2.54
$λ_{3}$	0.9017	22.40

Estimation Period:
Aug 1, 1997 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts