V-Lab: Vivendi SE Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Vivendi SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.67% (-0.63%)

Analysis last updated: Friday, May 3, 2024 at 12:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8571	7.52
$α$	0.0695	6.80
$β$	0.8708	44.61
$γ_{1}$	0.0482	1.25
$γ_{2}$	-0.0688	-1.17
$γ_{3}$	0.0774	1.73
$γ_{4}$	-0.2086	-5.02
$γ_{5}$	0.3018	7.54
$γ_{6}$	-0.2087	-3.89
$γ_{7}$	0.0499	0.66
$γ_{8}$	0.0349	0.40
$γ_{9}$	-0.0314	-0.44
$γ_{10}$	-0.0005	-0.01

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

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Volatility Forecasts

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