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V-Lab

Credit Agricole Du Languedoc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.60% (-0.23%)
Analysis last updated: Tuesday, February 10, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credit Agricole Du Languedoc SGARCH
paramt-stat
ω0.57774.53
α0.13895.22
β0.708512.58
γ1-0.7373-4.28
γ21.11854.39
γ3-0.6319-3.65
γ40.37272.19
γ5-0.1074-0.55
γ60.19871.05
γ7-0.5368-3.56
γ80.42602.99
γ9-0.0291-0.14
Estimation Period:
May 16, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts