V-Lab: TechnipFMC plc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

TechnipFMC plc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:24.76% (-0.50%)

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
$ω$	1.3151	5.97
$α$	0.0613	5.25
$β$	0.9039	53.86
$γ_{1}$	0.1081	3.89
$γ_{2}$	-0.1652	-3.98
$γ_{3}$	0.0794	2.76
$γ_{4}$	0.0245	0.82
$γ_{5}$	-0.1817	-3.41

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts