CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
20.04%
increased by 2.19%
1 Week
20.07%
increased by 2.22%
1 Month
20.17%
increased by 2.32%
Analysis last updated: Wednesday, April 1, 2026 at 04:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7621 | 8.52 | |
| 0.0824 | 35.76 | |
| 0.9870 | 581.29 | |
| 8.2112 | 6.10 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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