V-Lab: Genfit Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Genfit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:30.07% (-0.78%)

Analysis last updated: Saturday, May 4, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6504	2.86
$α$	0.1884	5.29
$β$	0.5721	8.85
$γ_{1}$	-0.0501	-0.26
$γ_{2}$	0.2181	0.88
$γ_{3}$	-0.3802	-3.36
$γ_{4}$	0.2142	1.98
$γ_{5}$	0.1456	1.18
$γ_{6}$	-0.3190	-2.03
$γ_{7}$	0.2583	2.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts