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{name} Model Equation

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Param	Value	t-stat
ωconst	0.9381	4.52***
αARCH	0.0000	0.00
βGARCH	0.9915	10.22***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9381	4.52***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9915	10.22***

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Caisse Regionale De Credit Agricole Mutuel Toulouse 31 Analyses