CAC 40 Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
12.99%
decreased by 0.24%
1 Week
13.59%
increased by 0.36%
1 Month
15.05%
increased by 1.82%
Analysis last updated: Friday, July 3, 2026 at 04:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8641 | 260.49 | |
| 0.1650 | 43.54 | |
| 0.0081 | 4.27 | |
| 0.0306 | 3.93 | |
| 0.9641 | 104.98 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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