Credit Agricole du Morbihan GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.02% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 14.02 | |
| 0.0574 | 17.39 | |
| 0.9353 | 523.95 | |
| 0.0148 | 2.88 |
Estimation Period:
Sep 18, 1990 to Feb 6, 2026
Sep 18, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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