Credit Agricole Loire Haute-Loire Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.34% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7953 | 6.01 | |
| 0.0864 | 4.72 | |
| 0.8659 | 32.10 | |
| 0.2037 | 2.49 | |
| -0.0918 | -0.71 | |
| -0.2898 | -3.18 | |
| 0.3560 | 4.91 | |
| -0.3069 | -3.80 | |
| 0.1322 | 1.31 | |
| -0.0154 | -0.16 | |
| 0.1510 | 1.69 | |
| -0.3533 | -3.85 | |
| 0.5136 | 3.83 |
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Oct 9, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Credit Agricole Loire Haute-Loire Analyses
Other Spline-GARCH Analyses on International Equities