CAC40 Volatility Index APARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 4th, 2021):
1 Day
140.47%
1 Week
136.94%
1 Month
127.23%
Analysis last updated: Thursday, December 31, 2020 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5694 | 7.43 | |
| 0.0996 | 17.41 | |
| 0.8586 | 108.47 | |
| -0.3538 | -6.29 | |
| 1.1763 | 20.99 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
Other CAC40 Volatility Index Analyses
Other APARCH Analyses on Volatility Indices