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

V-Lab

CAC 40 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, January 18th, 2022:15.17% (-0.96%)

Analysis last updated: Monday, January 17, 2022, 04:36 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0371	34.04
$α$	0.1739	68.28
$β$	0.8081	295.90
$γ$	0.2672	40.58
$δ$	1.0055	30.19

Estimation Period:
Jan 2, 1990 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

Other CAC 40 Index Analyses
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EGARCH
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AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH

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