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

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V-Lab

CAC 40 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, September 18th, 2024:12.85% (-1.15%)

Analysis last updated: Tuesday, September 17, 2024 at 03:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0387	37.20
$α$	0.1789	72.77
$β$	0.8018	302.12
$γ$	0.2731	43.59
$δ$	0.9386	30.15

Estimation Period:
Jan 2, 1990 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts