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

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CAC 40 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:12.61% (-0.23%)

Analysis last updated: Friday, October 10, 2025 at 03:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0000	0.00
$β$	0.8625	257.86
$γ$	0.1650	42.93
$λ_{1}$	0.0083	4.04
$λ_{2}$	0.0321	3.74
$λ_{3}$	0.9624	95.23

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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