Credit Agricole Sud Rhone Alpes Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.74% (+2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4705 | 4.17 | |
| 0.1886 | 8.81 | |
| 0.7565 | 32.04 | |
| -0.0265 | -0.26 | |
| -0.1892 | -1.29 | |
| 0.4518 | 4.22 | |
| -0.3486 | -3.45 | |
| 0.0763 | 0.78 | |
| 0.0646 | 0.75 | |
| 0.0761 | 1.05 | |
| -0.2037 | -2.39 | |
| 0.1127 | 1.44 |
Estimation Period:
Dec 15, 1998 to Feb 6, 2026
Dec 15, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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