CAC 40 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:12.97% (-0.39%)
Parameter Estimates
param | t-stat | |
---|---|---|
66 | ||
0.0000 | 0.00 | |
0.8623 | 257.02 | |
0.1652 | 42.93 | |
0.0084 | 4.02 | |
0.0322 | 3.71 | |
0.9623 | 94.27 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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