CAC 40 Index Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:15.89% (-0.92%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0400 | 31.77 | |
0.1045 | 34.12 | |
0.7932 | 326.71 | |
0.1495 | 25.11 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices