CAC 40 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.27% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 2.83 | |
| 0.1208 | 28.43 | |
| 0.9778 | 584.43 | |
| -0.1022 | -22.90 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices