V-Lab: TechnipFMC plc EGARCH Volatility Analysis

V-Lab

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V-Lab

TechnipFMC plc EGARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:26.24% (-0.51%)

Analysis last updated: Thursday, May 16, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0243	9.05
$α$	0.1059	23.17
$β$	0.9891	1165.03
$γ$	-0.0418	-9.13

Estimation Period:
Jun 15, 2001 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts