V-Lab: CAC 40 Index GARCH Volatility Analysis

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V-Lab

CAC 40 Index GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:13.39% (-0.45%)

Analysis last updated: Friday, November 28, 2025 at 04:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0364	20.32
$α$	0.1013	37.01
$β$	0.8782	283.76

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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Volatility Forecasts

Volatility Forecasts