Caisse Regionale de Credit Agricole Mutuel de Normandie-Seine Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.44% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9443 | 5.81 | |
| 0.0875 | 6.71 | |
| 0.8640 | 42.30 | |
| 0.0617 | 3.73 | |
| -0.1044 | -4.33 | |
| 0.0825 | 5.86 | |
| -0.0549 | -6.18 |
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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