CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.94% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7569 | 8.46 | |
| 0.0820 | 35.60 | |
| 0.9873 | 589.06 | |
| 8.2497 | 6.06 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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