V-Lab: CAC 40 Index Asy. Power MEM Volatility Analysis

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V-Lab

CAC 40 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:12.99% (-1.23%)

Analysis last updated: Tuesday, April 23, 2024 at 03:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0385	37.08
$α$	0.1771	71.92
$β$	0.8037	302.82
$γ$	0.2759	43.50
$δ$	0.9392	30.04

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts