Caisse Regionale de Credit Agricole Mutuel de Paris et d'Ile-de-France GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.00% (+4.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1093 | 21.74 | |
| 0.1950 | 25.99 | |
| 0.7524 | 177.32 | |
| 0.0120 | 1.02 |
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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