Credit Agricole Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.64% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0804 | 13.25 | |
| 0.0278 | 11.50 | |
| 0.9265 | 316.00 | |
| 0.0625 | 10.16 |
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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