CAC 40 Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:12.59% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 20.38 | |
| 0.1014 | 37.13 | |
| 0.8785 | 285.69 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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