CAC 40 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.39% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 15.87 | |
| 0.0119 | 5.31 | |
| 0.8994 | 442.20 | |
| 0.1334 | 27.65 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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