CAC 40 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.78% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8614 | 254.39 | |
| 0.1659 | 43.13 | |
| 0.0079 | 4.00 | |
| 0.0332 | 3.74 | |
| 0.9616 | 93.09 |
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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