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

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CAC 40 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:13.46% (-0.50%)

Analysis last updated: Monday, November 10, 2025 at 04:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0000	0.00
$β$	0.8624	258.12
$γ$	0.1653	43.01
$λ_{1}$	0.0082	4.06
$λ_{2}$	0.0321	3.76
$λ_{3}$	0.9626	96.13

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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