CAC 40 Index GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
18.76%
decreased by 0.98%
1 Week
18.87%
decreased by 0.87%
1 Month
19.22%
decreased by 0.52%
Analysis last updated: Monday, April 27, 2026 at 04:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 20.57 | |
| 0.1015 | 37.25 | |
| 0.8783 | 285.90 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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