Caisse Regionale de Credit Agricole Mutuel de Normandie-Seine AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.57% (+3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 18.56 | |
| 0.0857 | 35.19 | |
| 0.8950 | 328.08 | |
| 0.2023 | 6.06 |
Estimation Period:
May 18, 2001 to Feb 13, 2026
May 18, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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