CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
19.90%
decreased by 0.23%
1 Week
19.93%
decreased by 0.20%
1 Month
20.05%
decreased by 0.08%
Analysis last updated: Wednesday, April 22, 2026 at 04:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7664 | 8.43 | |
| 0.0821 | 35.82 | |
| 0.9871 | 579.97 | |
| 8.1427 | 6.16 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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