CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.10% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7573 | 8.43 | |
| 0.0820 | 35.66 | |
| 0.9873 | 590.51 | |
| 8.2497 | 6.07 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
Other CAC 40 Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices