CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:11.09% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7580 | 8.63 | |
| 0.0824 | 35.39 | |
| 0.9870 | 588.19 | |
| 8.2929 | 6.01 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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