CAC 40 Index APARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
21.52%
increased by 1.12%
1 Week
21.51%
increased by 1.11%
1 Month
21.46%
increased by 1.06%
Analysis last updated: Saturday, May 9, 2026 at 02:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 32.03 | |
| 0.0733 | 33.17 | |
| 0.9170 | 468.34 | |
| 0.8177 | 28.05 | |
| 1.0371 | 42.08 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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