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

V-Lab

| |

V-Lab

Cie de Saint-Gobain Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:31.51% (-1.22%)

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
$ω$	1.2471	6.76
$α$	0.0813	8.06
$β$	0.9073	95.14
$γ_{1}$	0.0014	1.69

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts