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Carrefour SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.98% (-0.49%)
Analysis last updated: Wednesday, February 11, 2026 at 08:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Carrefour SA S0GARCH
paramt-stat
ω0.91028.56
α0.05146.20
β0.911362.93
γ10.01920.89
γ2-0.0028-0.08
γ3-0.0789-3.59
γ40.14056.46
γ5-0.1345-6.23
γ60.08573.87
γ7-0.0451-1.80
γ80.02200.96
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts