CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:12.24% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1397 | 9.16 | |
| 0.1003 | 10.54 | |
| 0.8770 | 80.74 | |
| 0.0003 | 1.60 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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