Credit Agricole Atlantique Vendee GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.24% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0901 | 15.90 | |
| 0.0871 | 16.86 | |
| 0.8633 | 196.33 | |
| 0.0359 | 2.84 |
Estimation Period:
Jul 15, 2002 to Feb 6, 2026
Jul 15, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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