V-Lab: CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 8th, 2025:13.45% (-0.57%)

Analysis last updated: Tuesday, October 7, 2025 at 03:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1398	9.11
$α$	0.1005	10.53
$β$	0.8768	80.50
$γ_{1}$	0.0003	1.58

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts