CAC 40 Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
19.33%
increased by 0.66%
1 Week
19.40%
increased by 0.73%
1 Month
19.65%
increased by 0.98%
Analysis last updated: Monday, April 20, 2026 at 04:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0081 | -2.28 | |
| 0.0832 | 45.27 | |
| 0.8885 | 410.77 | |
| 0.8196 | 30.69 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
Other AGARCH Analyses on Equity Indices