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Caisse Regionale de Credit Agricole Mutuel Nord de France Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.65% (-3.81%)
Analysis last updated: Saturday, February 7, 2026 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caisse Regionale de Credit Agricole Mutuel Nord de France SGARCH
paramt-stat
ω0.43404.14
α0.20659.14
β0.672019.58
γ10.00450.04
γ20.00580.04
γ3-0.1053-1.02
γ40.25422.45
γ5-0.3368-3.95
γ60.26663.13
γ7-0.1363-1.59
γ80.15511.83
γ9-0.2263-2.29
γ100.20961.37
Estimation Period:
May 1, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts