CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.33% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7626 | 8.50 | |
| 0.0825 | 35.73 | |
| 0.9870 | 579.92 | |
| 8.2002 | 6.11 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
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