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Credit Agricole Du Languedoc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.23% (-0.25%)
Analysis last updated: Saturday, February 7, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credit Agricole Du Languedoc S0GARCH
paramt-stat
ω0.58864.59
α0.14055.28
β0.705812.60
γ1-0.7155-4.16
γ21.08404.27
γ3-0.6092-3.52
γ40.35512.08
γ5-0.0957-0.49
γ60.19551.03
γ7-0.5490-3.71
γ80.46963.85
γ9-0.1599-1.70
Estimation Period:
May 16, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts