CAC 40 Index EGARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
19.84%
increased by 0.85%
1 Week
19.85%
increased by 0.86%
1 Month
19.88%
increased by 0.89%
Analysis last updated: Wednesday, April 22, 2026 at 04:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 2.94 | |
| 0.1225 | 28.93 | |
| 0.9770 | 579.83 | |
| -0.1029 | -22.85 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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