V-Lab
CAC40 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 4th, 2021:155.82% (-1.43%)
Analysis last updated: Sunday, March 21, 2021 at 05:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1377 | 31.92 | |
| 0.8069 | 101.12 | |
| -0.0833 | -10.23 | |
| 0.0106 | 0.79 | |
| 0.0059 | 4.93 | |
| 0.9941 | 741.33 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
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