Caisse Regionale de Credit Agricole Mutuel Nord de France EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.06% (-3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0766 | 27.02 | |
| 0.3518 | 58.58 | |
| 0.9220 | 259.07 | |
| -0.0398 | -5.98 |
Estimation Period:
May 1, 1995 to Feb 6, 2026
May 1, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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