Credit Agricole Sud Rhone Alpes GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.80% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 20.57 | |
| 0.1244 | 19.12 | |
| 0.8640 | 216.10 | |
| 0.0233 | 2.39 |
Estimation Period:
Dec 15, 1998 to Feb 6, 2026
Dec 15, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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