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V-Lab

Credit Immobilier et Hotelier Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.98% (-1.88%)
Analysis last updated: Thursday, February 12, 2026 at 10:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credit Immobilier et Hotelier SGARCH
paramt-stat
ω0.97543.06
α0.15848.66
β0.723221.36
γ1-0.2123-1.65
γ20.40982.15
γ3-0.3124-2.98
γ40.05990.79
γ50.18422.80
γ6-0.2079-3.46
γ70.09991.84
γ8-0.0331-0.62
γ90.04170.69
γ10-0.0918-0.85
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts