CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:12.28% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1517 | 9.18 | |
| 0.1002 | 10.58 | |
| 0.8774 | 81.54 | |
| 0.0003 | 1.73 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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