V-Lab
Credit Agricole Sud Rhone Alpes GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:18.82% (-1.39%)
Analysis last updated: Friday, May 3, 2024 at 08:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 22.76 | |
| 0.1469 | 19.25 | |
| 0.8305 | 195.41 | |
| 0.0453 | 3.74 |
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