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

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CAC 40 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 21st, 2025:12.97% (-0.39%)

Analysis last updated: Monday, October 20, 2025 at 09:35 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	257.02
$γ$	0.1652	42.93
$λ_{1}$	0.0084	4.02
$λ_{2}$	0.0322	3.71
$λ_{3}$	0.9623	94.27

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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