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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4370 | 4.04 | |
| 0.2092 | 9.34 | |
| 0.6760 | 20.49 | |
| 0.0007 | 0.01 | |
| 0.0082 | 0.05 | |
| -0.0971 | -0.92 | |
| 0.2359 | 2.21 | |
| -0.3119 | -3.58 | |
| 0.2416 | 2.81 | |
| -0.1146 | -1.33 | |
| 0.1331 | 1.59 | |
| -0.1927 | -2.21 | |
| 0.1247 | 1.91 |
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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