CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:13.20% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7658 | 8.67 | |
| 0.0823 | 35.42 | |
| 0.9870 | 589.93 | |
| 8.3173 | 5.98 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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