CAC40 Volatility Index GARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 4th, 2021):
1 Day
158.91%
1 Week
153.52%
1 Month
137.86%
Analysis last updated: Monday, March 1, 2021 at 08:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6543 | 16.83 | |
| 0.0969 | 22.98 | |
| 0.8411 | 119.38 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
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