V-Lab: CAC 40 Index Asy. Power MEM Volatility Analysis

V-Lab

CAC 40 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:13.20% (-1.23%)

Analysis last updated: Thursday, July 3, 2025 at 03:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0400	37.99
$α$	0.1825	74.13
$β$	0.7972	298.79
$γ$	0.2719	44.37
$δ$	0.9230	29.56

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts