CAC40 Volatility Index GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7121 | 15.96 | |
| 0.1233 | 16.21 | |
| 0.8423 | 121.34 | |
| -0.0642 | -5.94 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
News Impact Curve
Volatility Forecasts
Other CAC40 Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices