CAC 40 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.12% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1491 | 9.18 | |
| 0.1001 | 10.57 | |
| 0.8774 | 81.45 | |
| 0.0003 | 1.71 |
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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