CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
20.22%
increased by 1.15%
1 Week
20.24%
increased by 1.17%
1 Month
20.33%
increased by 1.26%
Analysis last updated: Saturday, May 16, 2026 at 01:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7659 | 8.46 | |
| 0.0819 | 35.86 | |
| 0.9871 | 582.03 | |
| 8.1549 | 6.15 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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