CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.06% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1514 | 9.17 | |
| 0.1001 | 10.58 | |
| 0.8775 | 81.56 | |
| 0.0003 | 1.73 |
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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