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{name} Model Equation

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Param	Value	t-stat
ωconst	2.4047	0.58
αARCH	0.0337	0.19
βGARCH	0.9990	21.46***
νDF	12.9093	0.03

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.4047	0.58
α ARCH Response to squared shocks	0.0337	0.19
β GARCH Volatility persistence	0.9990	21.46***
ν DF Student-t tail thickness	12.9093	0.03

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Caisse Regionale De Credit Agricole Mutuel Toulouse 31 GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Caisse Regionale De Credit Agricole Mutuel Toulouse 31 Analyses