CAC 40 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:13.95% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 15.75 | |
| 0.0114 | 5.10 | |
| 0.8993 | 440.20 | |
| 0.1340 | 27.70 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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