CAC 40 Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:11.70% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0356 | 20.30 | |
| 0.1015 | 37.14 | |
| 0.8785 | 285.79 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices