CAC 40 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:11.24% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8618 | 257.10 | |
| 0.1660 | 43.19 | |
| 0.0079 | 4.06 | |
| 0.0327 | 3.78 | |
| 0.9621 | 95.33 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices