CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:11.64% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1499 | 9.16 | |
| 0.1007 | 10.59 | |
| 0.8769 | 80.97 | |
| 0.0003 | 1.70 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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