CAC40 Volatility Index AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5487 | 15.77 | |
| 0.0991 | 30.88 | |
| 0.8280 | 159.63 | |
| -2.3700 | -12.49 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
News Impact Curve
Volatility Forecasts
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