CAC40 Volatility Index GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, January 4th, 2021):
1 Day
155.11%
1 Week
152.77%
1 Month
144.77%
Analysis last updated: Thursday, March 26, 2026 at 05:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 45.0445 | 6.39 | |
| 0.0737 | 24.09 | |
| 0.9709 | 182.98 | |
| 4.5904 | 7.01 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
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