CAC 40 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.88% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 2.83 | |
| 0.1208 | 28.47 | |
| 0.9778 | 584.81 | |
| -0.1021 | -22.90 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices