CAC 40 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:16.94% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 15.77 | |
| 0.0113 | 5.08 | |
| 0.8992 | 439.72 | |
| 0.1342 | 27.72 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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