V-Lab: Bouygues SA Spline-GARCH Volatility Analysis

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V-Lab

Bouygues SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:27.45% (-1.15%)

Analysis last updated: Saturday, May 4, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1551	5.20
$α$	0.0868	5.70
$β$	0.8632	37.20
$γ_{1}$	0.0251	0.81
$γ_{2}$	0.0206	0.45
$γ_{3}$	-0.1443	-4.24
$γ_{4}$	0.1823	4.50
$γ_{5}$	-0.1123	-2.57
$γ_{6}$	0.0116	0.27
$γ_{7}$	0.0369	0.88
$γ_{8}$	-0.0287	-0.47

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts