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 Monday, February 6th, 2023:13.40% (+0.62%)

Analysis last updated: Friday, February 3, 2023, 04:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0386	35.54
$α$	0.1762	69.79
$β$	0.8048	295.78
$γ$	0.2712	42.07
$δ$	0.9588	29.62

Estimation Period:
Jan 2, 1990 to Feb 3, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts