Credit Agricole Du Languedoc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.60% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5777 | 4.53 | |
| 0.1389 | 5.22 | |
| 0.7085 | 12.58 | |
| -0.7373 | -4.28 | |
| 1.1185 | 4.39 | |
| -0.6319 | -3.65 | |
| 0.3727 | 2.19 | |
| -0.1074 | -0.55 | |
| 0.1987 | 1.05 | |
| -0.5368 | -3.56 | |
| 0.4260 | 2.99 | |
| -0.0291 | -0.14 |
Estimation Period:
May 16, 2007 to Feb 6, 2026
May 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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