CAC 40 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.71% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0086 | -2.44 | |
| 0.0827 | 45.31 | |
| 0.8895 | 419.18 | |
| 0.8187 | 30.64 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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