CAC 40 Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:10.79% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 20.35 | |
| 0.1012 | 37.14 | |
| 0.8789 | 287.22 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices