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Credit Agricole Sud Rhone Alpes Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.60% (-0.96%)
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 SGARCH
paramt-stat
ω0.43794.49
α0.20878.60
β0.710926.49
γ1-0.0394-0.41
γ2-0.1709-1.24
γ30.45164.57
γ4-0.3683-3.93
γ50.10891.21
γ60.02160.28
γ70.15102.34
γ8-0.3704-4.99
γ90.56624.92
Estimation Period:
Dec 15, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts