CAC 40 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:12.39% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1214 | 7.78 | |
| 0.1007 | 10.48 | |
| 0.8762 | 79.80 | |
| 0.0001 | 0.22 |
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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