CAC 40 Index APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
15.02%
increased by 0.34%
1 Week
15.31%
increased by 0.63%
1 Month
16.29%
increased by 1.61%
Analysis last updated: Wednesday, June 10, 2026 at 04:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 31.95 | |
| 0.0732 | 32.88 | |
| 0.9169 | 468.02 | |
| 0.8164 | 27.65 | |
| 1.0464 | 42.62 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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