Credit Agricole Atlantique Vendee Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.69% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0263 | 3.22 | |
| 0.1810 | 5.39 | |
| 0.6924 | 15.89 | |
| -0.0892 | -0.76 | |
| 0.2258 | 1.44 | |
| -0.2872 | -3.60 | |
| 0.2022 | 2.37 | |
| -0.0651 | -0.75 | |
| 0.1311 | 1.79 | |
| -0.2673 | -3.99 | |
| 0.3715 | 3.50 |
Estimation Period:
Jul 15, 2002 to Feb 13, 2026
Jul 15, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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