CAC 40 Index AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
18.46%
decreased by 0.99%
1 Week
18.58%
decreased by 0.87%
1 Month
19.00%
decreased by 0.45%
Analysis last updated: Thursday, May 21, 2026 at 02:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0082 | -2.32 | |
| 0.0830 | 45.25 | |
| 0.8888 | 412.22 | |
| 0.8211 | 30.79 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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