CAC 40 Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.39%
decreased by 0.50%
1 Week
14.81%
decreased by 0.08%
1 Month
16.10%
increased by 1.21%
Analysis last updated: Tuesday, June 9, 2026 at 04:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0081 | -2.28 | |
| 0.0831 | 45.25 | |
| 0.8885 | 410.97 | |
| 0.8205 | 30.73 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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