CAC 40 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.92% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1133 | 7.78 | |
| 0.1005 | 10.50 | |
| 0.8763 | 80.22 | |
| 0.0000 | 0.04 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CAC 40 Index Analyses
Other Spline-GARCH Analyses on Equity Indices