CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
12.85%
decreased by 0.14%
1 Week
13.12%
increased by 0.13%
1 Month
14.08%
increased by 1.09%
Analysis last updated: Thursday, June 25, 2026 at 04:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7513 | 8.51 | |
| 0.0819 | 35.84 | |
| 0.9870 | 579.57 | |
| 8.1482 | 6.14 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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