CAC 40 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.88% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0001 | 0.06 | |
| 0.8599 | 249.54 | |
| 0.1674 | 43.03 | |
| 0.0083 | 4.03 | |
| 0.0323 | 3.76 | |
| 0.9622 | 95.16 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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