CAC 40 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.10% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8617 | 255.54 | |
| 0.1657 | 43.11 | |
| 0.0080 | 4.02 | |
| 0.0329 | 3.75 | |
| 0.9618 | 93.97 |
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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