Credit Agricole Sud Rhone Alpes GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:51.95% (-6.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.5047 | 4.90 | |
| 0.0826 | 132.33 | |
| 0.9934 | 767.11 | |
| 2.0906 | 989.41 |
Estimation Period:
Dec 15, 1998 to Jan 30, 2026
Dec 15, 1998 to Jan 30, 2026
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