CAC40 Volatility Index Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8032 | 9.45 | |
| 0.1108 | 6.17 | |
| 0.7662 | 20.48 | |
| 0.0029 | 0.85 | |
| -0.0041 | -0.68 |
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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