V-Lab: Cie de Saint-Gobain APARCH Volatility Analysis

V-Lab

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V-Lab

Cie de Saint-Gobain APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:19.40% (-0.74%)

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
$ω$	0.0320	21.62
$α$	0.0649	34.30
$β$	0.9336	532.86
$γ$	0.6633	26.07
$δ$	1.1396	31.87

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts