V-Lab: Renault SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Renault SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.53% (-1.00%)

Analysis last updated: Friday, May 3, 2024 at 01:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6462	4.07
$α$	0.0600	7.32
$β$	0.9217	100.11
$γ_{1}$	-0.0853	-3.92
$γ_{2}$	0.1402	4.60
$γ_{3}$	-0.0916	-4.66
$γ_{4}$	0.0594	3.28
$γ_{5}$	-0.0316	-2.40

Estimation Period:
Nov 17, 1994 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts