CAC 40 Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.86% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 32.30 | |
| 0.0726 | 32.75 | |
| 0.9183 | 474.80 | |
| 0.8213 | 27.99 | |
| 1.0322 | 41.69 |
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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