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Credit Agricole du Morbihan Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.71% (+0.81%)
Analysis last updated: Saturday, February 7, 2026 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credit Agricole du Morbihan SGARCH
paramt-stat
ω1.09124.77
α0.11578.70
β0.841941.63
γ10.02310.45
γ20.07821.00
γ3-0.1859-3.42
γ40.11842.55
γ5-0.0873-2.38
γ60.10953.15
γ7-0.0767-1.95
γ80.02200.36
Estimation Period:
Sep 18, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts