CAC 40 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.33% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 32.33 | |
| 0.0728 | 32.91 | |
| 0.9183 | 475.30 | |
| 0.8208 | 28.12 | |
| 1.0298 | 41.61 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices