CAC 40 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.17% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 15.92 | |
| 0.0120 | 5.35 | |
| 0.8994 | 442.18 | |
| 0.1334 | 27.68 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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