Credit Agricole Sud Rhone Alpes Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.01% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4712 | 4.19 | |
| 0.1885 | 8.80 | |
| 0.7565 | 31.95 | |
| -0.0245 | -0.24 | |
| -0.1930 | -1.32 | |
| 0.4547 | 4.23 | |
| -0.3502 | -3.45 | |
| 0.0774 | 0.78 | |
| 0.0619 | 0.72 | |
| 0.0808 | 1.11 | |
| -0.2073 | -2.42 | |
| 0.1137 | 1.45 |
Estimation Period:
Dec 15, 1998 to Jan 30, 2026
Dec 15, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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