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

V-Lab

CAC 40 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:12.65% (-0.54%)

Analysis last updated: Wednesday, June 18, 2025 at 03:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0401	38.05
$α$	0.1825	74.06
$β$	0.7971	298.44
$γ$	0.2730	44.39
$δ$	0.9205	29.47

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts