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 Friday, December 1st, 2023:9.38% (+0.16%)

Analysis last updated: Thursday, November 30, 2023 at 04:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0389	36.09
$α$	0.1777	71.31
$β$	0.8029	298.05
$γ$	0.2745	42.94
$δ$	0.9413	29.81

Estimation Period:
Jan 2, 1990 to Nov 24, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts