CAC 40 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:13.86% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 15.78 | |
| 0.0115 | 5.14 | |
| 0.8991 | 437.92 | |
| 0.1341 | 27.66 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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