CAC 40 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:22.32% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1108 | 7.77 | |
| 0.1005 | 10.50 | |
| 0.8764 | 80.33 | |
| -0.0000 | -0.03 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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