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Caisse Regionale de Credit Agricole Mutuel d'Ille-et-Vilaine Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.30% (+3.20%)
Analysis last updated: Friday, February 13, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caisse Regionale de Credit Agricole Mutuel d'Ille-et-Vilaine S0GARCH
paramt-stat
ω0.67633.64
α0.14507.18
β0.768025.07
γ10.18873.45
γ2-0.1855-2.17
γ3-0.0794-1.03
γ40.15142.56
γ5-0.1394-3.13
γ60.01910.43
γ70.16363.74
γ8-0.1752-3.94
γ90.05431.68
Estimation Period:
Aug 4, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts