V-Lab: CAC 40 Index MF2-GARCH Volatility Analysis

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CAC 40 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 20th, 2025:16.78% (-0.85%)

Analysis last updated: Wednesday, November 19, 2025 at 04:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0000	0.00
$β$	0.8622	257.77
$γ$	0.1655	43.04
$λ_{1}$	0.0082	4.06
$λ_{2}$	0.0321	3.75
$λ_{3}$	0.9625	95.93

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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