CAC40 Volatility Index AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 4th, 2021):
1 Day
139.18%
1 Week
134.91%
1 Month
123.40%
Analysis last updated: Thursday, December 31, 2020 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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