Caisse Regionale de Credit Agricole Mutuel d'Ille-et-Vilaine GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.22% (+3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 12.24 | |
| 0.0469 | 21.60 | |
| 0.9411 | 523.10 | |
| 0.0240 | 5.56 |
Estimation Period:
Aug 4, 1992 to Feb 6, 2026
Aug 4, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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