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Caisse Régionale de Crédit Agricole Mutuel Brie Picardie Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.61% (-0.75%)
Analysis last updated: Saturday, February 7, 2026 at 09:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caisse Régionale de Crédit Agricole Mutuel Brie Picardie S0GARCH
paramt-stat
ω1.08147.58
α0.15087.38
β0.753525.40
γ1-0.0736-1.40
γ20.09591.10
γ3-0.0680-0.93
γ40.15802.47
γ5-0.2095-3.42
γ60.13032.78
Estimation Period:
Jun 13, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts