CAC 40 Index APARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:11.13% (+1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 32.11 | |
| 0.0728 | 32.74 | |
| 0.9180 | 474.67 | |
| 0.8201 | 27.89 | |
| 1.0353 | 41.79 |
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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