V-Lab
Credit Agricole Sud Rhone Alpes APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:19.66% (-2.47%)
Analysis last updated: Friday, May 3, 2024 at 01:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 18.82 | |
| 0.1734 | 30.23 | |
| 0.8266 | 144.79 | |
| 0.1116 | 5.19 | |
| 1.1914 | 23.81 |
Estimation Period:
Dec 15, 1998 to Apr 30, 2024
Dec 15, 1998 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
Other Credit Agricole Sud Rhone Alpes Analyses