Caisse Regionale de Credit Agricole Mutuel de Normandie-Seine GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.85% (+4.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7646 | 3.53 | |
| 0.0902 | 28.61 | |
| 0.9798 | 171.74 | |
| 3.0585 | 20.46 |
Estimation Period:
May 18, 2001 to Feb 13, 2026
May 18, 2001 to Feb 13, 2026
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