CAC 40 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:12.67% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 15.77 | |
| 0.0113 | 5.09 | |
| 0.8995 | 440.92 | |
| 0.1338 | 27.67 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices