Credit Agricole SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.99% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 11.01 | |
| 0.0295 | 13.99 | |
| 0.9312 | 416.28 | |
| 0.0562 | 9.59 |
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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