CAC 40 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.82% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0087 | -2.45 | |
| 0.0828 | 45.33 | |
| 0.8893 | 418.51 | |
| 0.8204 | 30.67 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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