V-Lab
AXA Mansard Insurance PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:44.93% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1281 | 20.66 | |
| 0.1210 | 5.86 | |
| 0.6047 | 7.47 | |
| 0.0108 | 3.22 | |
| -0.0138 | -3.16 |
Estimation Period:
May 20, 2010 to May 16, 2025
May 20, 2010 to May 16, 2025
News Impact Curve
Volatility Forecasts
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