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Etablissements Maurel et Prom Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.31% (-1.04%)
Analysis last updated: Saturday, February 7, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Etablissements Maurel et Prom SGARCH
paramt-stat
ω0.84563.56
α0.11189.70
β0.844056.01
γ1-0.1352-2.31
γ20.18802.27
γ3-0.0882-1.92
γ40.07561.93
γ5-0.0967-2.36
γ60.13042.99
γ7-0.0967-2.08
γ8-0.0098-0.14
Estimation Period:
Aug 17, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts