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 Thursday, October 23rd, 2025:15.78% (-0.74%)

Analysis last updated: Wednesday, October 22, 2025 at 04:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0399	38.08
$α$	0.1827	74.60
$β$	0.7970	300.31
$γ$	0.2684	44.15
$δ$	0.9304	29.89

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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Volatility Forecasts