Caisse Regionale de Credit Agricole Mutuel d'Ille-et-Vilaine GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:171.27% (+11.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0398 | 12.76 | |
| 0.0371 | 123.74 | |
| 0.9990 | 12,036.14 | |
| 2.0326 | 19,357.88 |
Estimation Period:
Aug 4, 1992 to Feb 6, 2026
Aug 4, 1992 to Feb 6, 2026
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