CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:10.92% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1456 | 9.16 | |
| 0.1006 | 10.57 | |
| 0.8767 | 80.76 | |
| 0.0003 | 1.66 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other CAC 40 Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices