Caisse Regionale de Credit Agricole Mutuel Nord de France GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:83.11% (-11.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.3106 | 7.50 | |
| 0.1161 | 171.17 | |
| 0.9964 | 2,166.00 | |
| 2.0940 | 2,360.76 |
Estimation Period:
May 1, 1995 to Feb 6, 2026
May 1, 1995 to Feb 6, 2026
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