Credit Agricole SA MEM Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.50% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0922 | 8.08 | |
| 0.2253 | 48.58 | |
| 0.7608 | 219.89 |
Estimation Period:
Dec 13, 2001 to Feb 6, 2026
Dec 13, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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