CAC 40 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.55% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 32.30 | |
| 0.0726 | 32.75 | |
| 0.9183 | 474.80 | |
| 0.8213 | 27.99 | |
| 1.0322 | 41.69 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices