AEX-Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.86% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 32.57 | |
| 0.0891 | 35.08 | |
| 0.9041 | 406.52 | |
| 0.5902 | 19.94 | |
| 1.1745 | 43.08 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices