CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
19.07%
decreased by 0.21%
1 Week
19.12%
decreased by 0.16%
1 Month
19.32%
increased by 0.04%
Analysis last updated: Friday, May 15, 2026 at 02:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7686 | 8.44 | |
| 0.0820 | 35.87 | |
| 0.9871 | 581.35 | |
| 8.1495 | 6.15 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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