CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:9.90% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7622 | 8.51 | |
| 0.0825 | 35.54 | |
| 0.9872 | 591.14 | |
| 8.2834 | 6.04 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2025
Jan 2, 1990 to Dec 31, 2025
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