CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:12.17% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7581 | 8.49 | |
| 0.0822 | 35.52 | |
| 0.9872 | 587.25 | |
| 8.2481 | 6.06 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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