CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:15.44% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1402 | 9.14 | |
| 0.1005 | 10.54 | |
| 0.8768 | 80.60 | |
| 0.0003 | 1.61 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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