CAC 40 Index APARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:10.13% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 32.44 | |
| 0.0727 | 32.87 | |
| 0.9184 | 475.35 | |
| 0.8218 | 28.12 | |
| 1.0295 | 41.60 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices