Credit Immobilier et Hotelier AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.58% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5282 | 12.89 | |
| 0.1463 | 28.26 | |
| 0.7462 | 75.01 | |
| -0.0872 | -1.31 |
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Jul 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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