CAC 40 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.83% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0087 | -2.44 | |
| 0.0829 | 45.37 | |
| 0.8894 | 418.54 | |
| 0.8175 | 30.57 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices