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V-Lab

Neoen Sa Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Neoen Sa SGARCH
paramt-stat
ω7.36453.00
α0.554233.79
β0.443226.86
γ11.93080.56
γ2-3.3042-0.75
γ32.91831.14
γ4-4.0200-1.46
γ53.99871.43
γ6-1.3703-0.35
γ7-1.1534-0.20
γ80.40260.06
γ9-0.1897-0.02
γ10-101.2570-6.49
Estimation Period:
Oct 19, 2018 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts