Credit Agricole Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.39% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0274 | 12.02 | |
| 0.9239 | 242.61 | |
| 0.0604 | 16.06 | |
| 3.3783 | 0.06 | |
| 0.0000 | 0.00 | |
| 0.3126 | 0.03 |
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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