CAC 40 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:7.58% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2094 | 6.17 | |
| 0.1033 | 10.05 | |
| 0.8652 | 68.85 | |
| 0.0322 | 2.52 | |
| -0.0619 | -3.01 | |
| 0.0653 | 4.38 | |
| -0.0751 | -5.41 | |
| 0.0783 | 4.37 | |
| -0.0965 | -2.81 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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