CAC 40 Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:12.73% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0087 | -2.44 | |
| 0.0825 | 45.07 | |
| 0.8893 | 417.70 | |
| 0.8282 | 30.88 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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