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Credit Agricole du Morbihan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.58% (-1.87%)
Analysis last updated: Thursday, February 12, 2026 at 08:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credit Agricole du Morbihan S0GARCH
paramt-stat
ω1.11514.81
α0.11518.65
β0.843541.81
γ10.02950.57
γ20.06700.86
γ3-0.1760-3.24
γ40.10892.35
γ5-0.0792-2.17
γ60.10293.02
γ7-0.0710-2.01
γ80.01450.59
Estimation Period:
Sep 18, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts