CAC 40 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:10.31% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0086 | -2.43 | |
| 0.0829 | 45.39 | |
| 0.8893 | 418.12 | |
| 0.8174 | 30.55 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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