CAC 40 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.56%
increased by 2.15%
1 Week
15.72%
increased by 2.31%
1 Month
16.31%
increased by 2.90%
Analysis last updated: Friday, June 12, 2026 at 04:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7545 | 8.51 | |
| 0.0818 | 35.84 | |
| 0.9870 | 580.26 | |
| 8.1534 | 6.13 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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