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Credit Agricole Sud Rhone Alpes Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.22% (-1.50%)
Analysis last updated: Tuesday, February 10, 2026 at 08:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credit Agricole Sud Rhone Alpes S0GARCH
paramt-stat
ω0.47054.17
α0.18868.81
β0.756532.04
γ1-0.0265-0.26
γ2-0.1892-1.29
γ30.45184.22
γ4-0.3486-3.45
γ50.07630.78
γ60.06460.75
γ70.07611.05
γ8-0.2037-2.39
γ90.11271.44
Estimation Period:
Dec 15, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts