Credit Agricole Sud Rhone Alpes GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.38% (+6.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.3382 | 4.90 | |
| 0.0824 | 132.46 | |
| 0.9934 | 768.30 | |
| 2.0915 | 980.53 |
Estimation Period:
Dec 15, 1998 to Feb 6, 2026
Dec 15, 1998 to Feb 6, 2026
Other Credit Agricole Sud Rhone Alpes Analyses
Other GAS-GARCH Student T Analyses on International Equities