CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:12.09% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7621 | 8.44 | |
| 0.0823 | 35.57 | |
| 0.9873 | 590.84 | |
| 8.2604 | 6.06 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
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