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Credit Immobilier et Hotelier Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.60% (-1.34%)
Analysis last updated: Friday, February 13, 2026 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credit Immobilier et Hotelier S0GARCH
paramt-stat
ω0.99153.07
α0.15838.60
β0.722821.16
γ1-0.1981-1.53
γ20.38462.01
γ3-0.2929-2.79
γ40.04790.63
γ50.18562.83
γ6-0.1997-3.33
γ70.08531.57
γ8-0.0119-0.23
γ90.00610.13
γ10-0.0084-0.24
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts