V-Lab: CAC 40 Index MF2-GARCH Volatility Analysis

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CAC 40 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:12.78% (-0.43%)

Analysis last updated: Friday, November 28, 2025 at 04:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0000	0.00
$β$	0.8623	257.65
$γ$	0.1651	43.00
$λ_{1}$	0.0082	4.05
$λ_{2}$	0.0321	3.75
$λ_{3}$	0.9625	95.72

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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