V-Lab: Bouygues SA GAS-GARCH Student T Volatility Analysis

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V-Lab

Bouygues SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:22.59% (0.00%)

Analysis last updated: Wednesday, May 15, 2024 at 01:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5253	4.06
$α$	0.0619	37.82
$β$	0.9920	487.46
$ν$	5	9.46

Estimation Period:
Jan 1, 1990 to May 10, 2024