CAC 40 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:12.36% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 15.74 | |
| 0.0115 | 5.16 | |
| 0.8993 | 440.20 | |
| 0.1338 | 27.63 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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