Skip to main content
V-Lab

Caisse Regionale de Credit Agricole Mutuel Nord de France Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.98% (-4.02%)
Analysis last updated: Saturday, February 7, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caisse Regionale de Credit Agricole Mutuel Nord de France S0GARCH
paramt-stat
ω0.43704.04
α0.20929.34
β0.676020.49
γ10.00070.01
γ20.00820.05
γ3-0.0971-0.92
γ40.23592.21
γ5-0.3119-3.58
γ60.24162.81
γ7-0.1146-1.33
γ80.13311.59
γ9-0.1927-2.21
γ100.12471.91
Estimation Period:
May 1, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts