CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.22% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7596 | 8.70 | |
| 0.0822 | 35.31 | |
| 0.9869 | 588.12 | |
| 8.3077 | 5.97 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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