Caisse Regionale de Credit Agricole Mutuel de Paris et d'Ile-de-France EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.32% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0578 | 30.76 | |
| 0.2667 | 20.51 | |
| 0.9326 | 416.90 | |
| 0.0057 | 0.99 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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