Caisse Regionale de Credit Agricole Mutuel de Normandie-Seine MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.27% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0935 | 20.71 | |
| 0.7929 | 111.26 | |
| 0.0127 | 2.65 | |
| 0.0640 | 2.24 | |
| 0.2436 | 3.17 | |
| 0.7250 | 7.67 |
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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