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Credit Agricole Loire Haute-Loire Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.79% (-0.76%)
Analysis last updated: Saturday, February 7, 2026 at 09:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credit Agricole Loire Haute-Loire S0GARCH
paramt-stat
ω1.67915.53
α0.08524.97
β0.874837.80
γ10.17492.02
γ2-0.0572-0.41
γ3-0.2913-2.99
γ40.34074.42
γ5-0.2825-3.30
γ60.10731.00
γ70.00900.09
γ80.11031.17
γ9-0.2553-2.93
γ100.20633.22
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts