CAC 40 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:12.77% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8618 | 256.11 | |
| 0.1656 | 43.11 | |
| 0.0080 | 4.04 | |
| 0.0327 | 3.76 | |
| 0.9620 | 94.66 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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