Credit Agricole Sa AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.59% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 6.74 | |
| 0.0691 | 30.80 | |
| 0.9088 | 356.80 | |
| 1.0205 | 18.92 |
Estimation Period:
Jun 17, 2008 to Feb 6, 2026
Jun 17, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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