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V-Lab
V-Lab
CAC 40 Index APARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:13.20% (-0.57%)
Analysis last updated: Friday, October 17, 2025 at 03:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CAC 40 Index APARCH
paramt-stat
ω0.031432.20
α0.072432.23
β0.9181471.06
γ0.826927.63
δ1.034741.87
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts