Credit Agricole du Morbihan Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.71% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0912 | 4.77 | |
| 0.1157 | 8.70 | |
| 0.8419 | 41.63 | |
| 0.0231 | 0.45 | |
| 0.0782 | 1.00 | |
| -0.1859 | -3.42 | |
| 0.1184 | 2.55 | |
| -0.0873 | -2.38 | |
| 0.1095 | 3.15 | |
| -0.0767 | -1.95 | |
| 0.0220 | 0.36 |
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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