Credit Agricole SA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.14% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 5.73 | |
| 0.0665 | 31.11 | |
| 0.9161 | 355.35 | |
| 0.7964 | 18.34 |
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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