CAC 40 Index APARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:11.86% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 32.19 | |
| 0.0726 | 32.49 | |
| 0.9182 | 472.81 | |
| 0.8242 | 27.88 | |
| 1.0317 | 41.69 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices