Caisse Regionale de Credit Agricole Mutuel de Paris et d'Ile-de-France GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.18% (+6.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.6657 | 7.77 | |
| 0.1441 | 192.16 | |
| 0.9982 | 4,516.74 | |
| 2.3131 | 792.44 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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