CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:20.61% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1482 | 9.26 | |
| 0.1016 | 10.58 | |
| 0.8756 | 79.82 | |
| 0.0003 | 1.67 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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