CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:12.51% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1480 | 9.19 | |
| 0.1002 | 10.57 | |
| 0.8773 | 81.31 | |
| 0.0003 | 1.70 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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