Caisse Regionale de Credit Agricole Mutuel de Normandie-Seine GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.46% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 16.55 | |
| 0.0556 | 16.02 | |
| 0.9217 | 333.95 | |
| 0.0218 | 3.56 |
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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