CAC 40 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:12.84% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1216 | 7.78 | |
| 0.1008 | 10.48 | |
| 0.8762 | 79.77 | |
| 0.0001 | 0.22 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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