CAC 40 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:9.74% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8618 | 256.56 | |
| 0.1659 | 43.16 | |
| 0.0079 | 4.05 | |
| 0.0327 | 3.77 | |
| 0.9621 | 95.14 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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