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V-Lab

Caisse Regionale de Credit Agricole Mutuel de la Touraine et du Poitou Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.46% (-1.81%)
Analysis last updated: Saturday, February 7, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caisse Regionale de Credit Agricole Mutuel de la Touraine et du Poitou SGARCH
paramt-stat
ω0.37133.53
α0.09274.00
β0.856720.34
γ10.05400.82
γ2-0.0009-0.01
γ3-0.1860-2.47
γ40.26974.18
γ5-0.2349-4.12
γ60.07571.46
γ70.12742.48
γ8-0.1843-3.05
γ90.12221.29
Estimation Period:
Jun 30, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts