CAC 40 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:10.81% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 15.67 | |
| 0.0120 | 5.33 | |
| 0.8990 | 438.75 | |
| 0.1339 | 27.58 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2025
Jan 2, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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