CAC 40 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.78% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 2.83 | |
| 0.1208 | 28.44 | |
| 0.9778 | 585.18 | |
| -0.1021 | -22.90 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices