Credit Agricole Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.14% (+5.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.2789 | 3.80 | |
| 0.0682 | 52.17 | |
| 0.9951 | 794.15 | |
| 4.2875 | 20.41 |
Estimation Period:
Jun 17, 2008 to Feb 6, 2026
Jun 17, 2008 to Feb 6, 2026
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