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V-Lab

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

Volatility prediction for Wednesday, August 5th, 2026

1 Day

33.73%

unchanged at 0.00%

1 Week

33.74%

increased by 0.01%

1 Month

33.77%

increased by 0.04%

Analysis last updated: Wednesday, August 5, 2026 at 06:39 PM UTC

Date Range:

from

to

6M ·

All

graph of Caisse Regionale De Credit Agricole Mutuel Toulouse 31 SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 9, 2026 to Jul 31, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 5172 trading days (~20.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8981
0.02
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9999
0.02
γi Spline Coefficients
K=1
γ1-8.1956
-0.01

Persistence:

1.000

Half-life:

5172 days