V-Lab: CAC 40 Index Asy. Power MEM Volatility Analysis

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V-Lab

CAC 40 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:14.51% (-0.53%)

Analysis last updated: Monday, April 29, 2024 at 03:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0385	37.06
$α$	0.1771	71.92
$β$	0.8038	302.97
$γ$	0.2759	43.50
$δ$	0.9392	30.04

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts