CAC 40 Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:19.90% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 31.84 | |
| 0.0739 | 33.34 | |
| 0.9162 | 467.23 | |
| 0.8114 | 27.91 | |
| 1.0410 | 41.98 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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