CAC 40 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:15.53% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 2.78 | |
| 0.1205 | 27.81 | |
| 0.9775 | 569.98 | |
| -0.1027 | -22.73 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices