Analyzes and Volatility Measures at the Financial Markets: Case of the French Market

Abstract

The financial markets are often volatile, and this, for multiple reasons, like; crises, slower growth, higher inflation, and several other uncertainties which affect our economic and social life. The main tendency of these markets is their ability to respond to the systematic crises periods.Several studies have supposed that volatility cannot be stable but change over time, the observation of this latter gives us an idea regarding the factors of its variation. It is in fact important to observe the volatility and its potential factors on the financial markets before seeking to quantify it.We analyze in this paper the volatility at the financial market; we analyze the case of the French market. We first discuss the measures of the volatility. Then, we illustrate our work, we base on the deterministic autoregressive dynamics models. Then, experimental results are presented. Finally, we present our related work and our conclusions.

Keywords: Financial French Market – Autoregressive Conditional Heteroscedasticity Models – the volatility measurements.