CAC 40 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:10.63% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8618 | 256.27 | |
| 0.1657 | 43.08 | |
| 0.0081 | 4.04 | |
| 0.0325 | 3.75 | |
| 0.9621 | 94.81 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices