CAC 40 Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:16.85% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0087 | -2.45 | |
| 0.0829 | 45.33 | |
| 0.8894 | 418.33 | |
| 0.8196 | 30.65 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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