Caisse Regionale de Credit Agricole Mutuel de Normandie-Seine Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.38% (+5.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9523 | 5.82 | |
| 0.0866 | 6.66 | |
| 0.8655 | 42.66 | |
| 0.0627 | 3.74 | |
| -0.1068 | -4.29 | |
| 0.0870 | 4.89 | |
| -0.0668 | -2.29 |
Estimation Period:
May 18, 2001 to Feb 13, 2026
May 18, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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