Credit Agricole Sud Rhone Alpes Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.60% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4379 | 4.49 | |
| 0.2087 | 8.60 | |
| 0.7109 | 26.49 | |
| -0.0394 | -0.41 | |
| -0.1709 | -1.24 | |
| 0.4516 | 4.57 | |
| -0.3683 | -3.93 | |
| 0.1089 | 1.21 | |
| 0.0216 | 0.28 | |
| 0.1510 | 2.34 | |
| -0.3704 | -4.99 | |
| 0.5662 | 4.92 |
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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