CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:15.23% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1380 | 9.13 | |
| 0.1006 | 10.53 | |
| 0.8767 | 80.49 | |
| 0.0003 | 1.57 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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