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{name} Model Equation

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Param	Value	t-stat
mwindow	41
αARCH	0.0000
βGARCH	0.0016
γleverage	0.4546
λ₁tau intercept	0.0232
λ₂forecast adj.	0.0001
λ₃tau persistence	0.4801

Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0000
β GARCH Volatility persistence	0.0016
γ leverage Additional response to negative shocks	0.4546
λ₁ tau intercept Baseline long-term coefficient	0.0232
λ₂ forecast adj. Forecast performance sensitivity	0.0001
λ₃ tau persistence Long-term factor persistence	0.4801

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Caisse Regionale De Credit Agricole Mutuel Toulouse 31 MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Caisse Regionale De Credit Agricole Mutuel Toulouse 31 Analyses