CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:11.80% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7627 | 8.65 | |
| 0.0824 | 35.38 | |
| 0.9869 | 588.16 | |
| 8.2979 | 6.00 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
Other CAC 40 Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices