V-Lab: Genfit GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Genfit GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:52.18% (-6.93%)

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
$ω$	315.5280	10.04
$α$	0.1066	121.92
$β$	0.9988	8610.61
$ν$	2	2253.38

Estimation Period:
Dec 19, 2006 to May 3, 2024