Credit Agricole Loire Haute-Loire GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.70% (-8.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 194.3941 | 8.49 | |
| 0.0775 | 141.48 | |
| 0.9984 | 5,737.77 | |
| 2.0390 | 5,123.07 |
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Oct 9, 1995 to Feb 6, 2026
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