Credit Agricole Loire Haute-Loire Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.79% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6791 | 5.53 | |
| 0.0852 | 4.97 | |
| 0.8748 | 37.80 | |
| 0.1749 | 2.02 | |
| -0.0572 | -0.41 | |
| -0.2913 | -2.99 | |
| 0.3407 | 4.42 | |
| -0.2825 | -3.30 | |
| 0.1073 | 1.00 | |
| 0.0090 | 0.09 | |
| 0.1103 | 1.17 | |
| -0.2553 | -2.93 | |
| 0.2063 | 3.22 |
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Oct 9, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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