CAC 40 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:12.96% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 2.82 | |
| 0.1213 | 28.54 | |
| 0.9777 | 582.31 | |
| -0.1024 | -22.81 |
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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