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, June 5th, 2023:15.99% (-0.63%)

Analysis last updated: Friday, June 2, 2023 at 03:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0393	36.13
$α$	0.1786	70.97
$β$	0.8020	294.75
$γ$	0.2735	42.58
$δ$	0.9354	29.39

Estimation Period:
Jan 2, 1990 to Jun 2, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts