Credit Agricole du Morbihan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.58% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1151 | 4.81 | |
| 0.1151 | 8.65 | |
| 0.8435 | 41.81 | |
| 0.0295 | 0.57 | |
| 0.0670 | 0.86 | |
| -0.1760 | -3.24 | |
| 0.1089 | 2.35 | |
| -0.0792 | -2.17 | |
| 0.1029 | 3.02 | |
| -0.0710 | -2.01 | |
| 0.0145 | 0.59 |
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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