CAC 40 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:10.93% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1115 | 7.77 | |
| 0.1006 | 10.50 | |
| 0.8762 | 80.17 | |
| -0.0000 | -0.01 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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