Credit Agricole SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.87% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 6.36 | |
| 0.1229 | 29.05 | |
| 0.9863 | 683.52 | |
| -0.0403 | -10.69 |
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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