V-Lab: CAC 40 Index EGARCH Volatility Analysis

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V-Lab

CAC 40 Index EGARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:12.64% (-0.14%)

Analysis last updated: Friday, October 24, 2025 at 03:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0106	2.78
$α$	0.1206	27.83
$β$	0.9775	567.96
$γ$	-0.1028	-22.64

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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Volatility Forecasts

Volatility Forecasts