V-Lab: EDAP TMS SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

EDAP TMS SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:55.37% (-2.13%)

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
$ω$	1.0271	5.12
$α$	0.1008	4.84
$β$	0.8721	40.02
$γ_{1}$	-0.0694	-2.68
$γ_{2}$	0.1081	2.69
$γ_{3}$	-0.0751	-2.49
$γ_{4}$	0.0685	2.35
$γ_{5}$	-0.0412	-1.88

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts