CAC 40 Index GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
22.22%
increased by 1.21%
1 Week
22.19%
increased by 1.18%
1 Month
22.05%
increased by 1.04%
Analysis last updated: Friday, April 17, 2026 at 04:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 20.56 | |
| 0.1016 | 37.26 | |
| 0.8783 | 286.09 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
Other GARCH Analyses on Equity Indices