Credit Agricole SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.30% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0104 | 3.39 | |
| 0.7848 | 46.76 | |
| 0.1138 | 16.51 | |
| 0.0391 | 1.63 | |
| 0.0516 | 2.43 | |
| 0.9395 | 39.36 |
Estimation Period:
Dec 13, 2001 to Feb 6, 2026
Dec 13, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Credit Agricole SA Analyses
Other MF2-GARCH Analyses on International Equities