Caisse Regionale de Credit Agricole Mutuel de Paris et d'Ile-de-France MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.46% (+4.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.2640 | 34.29 | |
| 0.5776 | 74.41 | |
| -0.0339 | -3.22 | |
| 0.3645 | 0.98 | |
| 0.7966 | 1.00 | |
| 0.0000 | 0.00 |
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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