Skip to main content
V-Lab

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%)
Analysis last updated: Thursday, February 12, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caisse Regionale de Credit Agricole Mutuel de Normandie-Seine S0GARCH
paramt-stat
ω1.94435.81
α0.08756.71
β0.864042.30
γ10.06173.73
γ2-0.1044-4.33
γ30.08255.86
γ4-0.0549-6.18
Estimation Period:
May 18, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts