Caisse Regionale de Credit Agricole Mutuel de la Touraine et du Poitou GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:692.99% (-51.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 223.2632 | 14.86 | |
| 0.0616 | 164.26 | |
| 0.9989 | 13,143.61 | |
| 2.0015 | 500,367.25 |
Estimation Period:
Jun 30, 1993 to Feb 6, 2026
Jun 30, 1993 to Feb 6, 2026
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