V-Lab: Cie de Saint-Gobain Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Cie de Saint-Gobain Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:34.34% (-1.48%)

Analysis last updated: Wednesday, May 1, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1448	6.40
$α$	0.0824	7.60
$β$	0.8909	73.71
$γ_{1}$	-0.0062	-0.17
$γ_{2}$	0.0578	1.02
$γ_{3}$	-0.1397	-3.64
$γ_{4}$	0.1896	6.02
$γ_{5}$	-0.1686	-4.86
$γ_{6}$	0.0680	1.92
$γ_{7}$	0.0365	1.19
$γ_{8}$	-0.0580	-2.51

Estimation Period:
Jan 1, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts