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Caisse Regionale de Credit Agricole Mutuel Alpes Provence MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.07% (-0.47%)
Analysis last updated: Saturday, February 7, 2026 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caisse Regionale de Credit Agricole Mutuel Alpes Provence MF2-GARCH
paramt-stat
m126
α0.91639,163,230.00
β0.0104103,910.00
γ0.14661,465,720.00
λ10.0535535,220.00
λ20.0000100.00
λ30.98619,861,490.00
Estimation Period:
Dec 14, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts