CAC 40 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:16.63% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0091 | -2.55 | |
| 0.0822 | 45.03 | |
| 0.8898 | 420.89 | |
| 0.8295 | 31.02 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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