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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 9, 2026 to Jul 31, 2026Model 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
| Parameter | Value | t-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 |
Spline Coefficients
K=1
| γ1 | -8.1956 | -0.01 |
Persistence:
1.000
Half-life:
5172 days
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