V-Lab: TechnipFMC plc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

TechnipFMC plc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:27.51% (-0.46%)

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
$ω$	1.1726	4.67
$α$	0.0664	5.36
$β$	0.8823	44.18
$γ_{1}$	0.0300	0.23
$γ_{2}$	0.0916	0.49
$γ_{3}$	-0.1460	-1.29
$γ_{4}$	-0.0776	-0.77
$γ_{5}$	0.1153	0.98
$γ_{6}$	0.1306	1.09
$γ_{7}$	-0.3274	-2.58
$γ_{8}$	0.4849	3.51
$γ_{9}$	-0.6632	-4.85
$γ_{10}$	0.5113	4.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts