V-Lab: Cie de Saint-Gobain Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Cie de Saint-Gobain Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:21.53% (-1.83%)

Analysis last updated: Tuesday, May 7, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0343	25.77
$α$	0.1651	71.37
$β$	0.8245	340.01
$γ$	0.1746	31.39
$δ$	0.6724	16.03

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts