V-Lab: AXA Mansard Insurance PLC EGARCH Volatility Analysis

V-Lab

AXA Mansard Insurance PLC EGARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:43.07% (-3.75%)

Analysis last updated: Sunday, May 18, 2025 at 03:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8108	16.17
$α$	0.2360	25.19
$β$	0.6352	27.27
$γ$	-0.0093	-0.74

Estimation Period:
May 20, 2010 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts