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Credit Agricole Loire Haute-Loire Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.34% (-0.53%)
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 SGARCH
paramt-stat
ω1.79536.01
α0.08644.72
β0.865932.10
γ10.20372.49
γ2-0.0918-0.71
γ3-0.2898-3.18
γ40.35604.91
γ5-0.3069-3.80
γ60.13221.31
γ7-0.0154-0.16
γ80.15101.69
γ9-0.3533-3.85
γ100.51363.83
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts