CAC 40 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.48% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 20.38 | |
| 0.1012 | 37.12 | |
| 0.8788 | 286.73 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices