CAC 40 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:11.56% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 15.82 | |
| 0.0119 | 5.31 | |
| 0.8991 | 440.54 | |
| 0.1340 | 27.69 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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