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Credit Agricole Sud Rhone Alpes Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.01% (-1.18%)
Analysis last updated: Friday, February 6, 2026 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credit Agricole Sud Rhone Alpes S0GARCH
paramt-stat
ω0.47124.19
α0.18858.80
β0.756531.95
γ1-0.0245-0.24
γ2-0.1930-1.32
γ30.45474.23
γ4-0.3502-3.45
γ50.07740.78
γ60.06190.72
γ70.08081.11
γ8-0.2073-2.42
γ90.11371.45
Estimation Period:
Dec 15, 1998 to Jan 30, 2026
Impact of return on volatility tomorrow
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