CAC 40 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.96% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1117 | 7.78 | |
| 0.1006 | 10.51 | |
| 0.8762 | 80.15 | |
| -0.0000 | -0.01 |
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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