Caisse Regionale de Credit Agricole Mutuel Alpes Provence GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.78% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5479 | 3.37 | |
| 0.1253 | 55.59 | |
| 0.9832 | 202.09 | |
| 2.5169 | 70.29 |
Estimation Period:
Dec 14, 1998 to Feb 6, 2026
Dec 14, 1998 to Feb 6, 2026
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