V-Lab: CAC 40 Index GJR-GARCH Volatility Analysis

V-Lab

CAC 40 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 8th, 2025:13.81% (-0.40%)

Analysis last updated: Tuesday, October 7, 2025 at 03:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0359	15.71
$α$	0.0116	5.17
$β$	0.8990	437.27
$γ$	0.1341	27.64

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts