Caisse Regionale de Credit Agricole Mutuel de Normandie-Seine EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.45% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 23.43 | |
| 0.1673 | 31.05 | |
| 0.9797 | 751.87 | |
| -0.0200 | -4.22 |
Estimation Period:
May 18, 2001 to Feb 6, 2026
May 18, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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