V-Lab: CAC 40 Index MEM Volatility Analysis

Skip to main content

V-Lab

CAC 40 Index MEM Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:10.61% (-0.54%)

Analysis last updated: Friday, December 5, 2025 at 04:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0415	10.82
$α$	0.2165	52.11
$β$	0.7609	277.80

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts