CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
14.21%
decreased by 0.59%
1 Week
14.46%
decreased by 0.34%
1 Month
15.32%
increased by 0.52%
Analysis last updated: Monday, June 8, 2026 at 04:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1456 | 9.26 | |
| 0.1005 | 10.58 | |
| 0.8769 | 80.90 | |
| 0.0003 | 1.66 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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