CAC40 Volatility Index GARCH Volatility Analysis
This asset is not actively trading
Parameter 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
News Impact Curve
Volatility Forecasts
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