Credit Agricole Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.93% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4250 | 9.59 | |
| 0.0689 | 4.51 | |
| 0.9018 | 46.34 | |
| 0.0033 | 4.61 |
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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