AEX-Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.82% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 4.62 | |
| 0.1606 | 38.58 | |
| 0.9775 | 966.86 | |
| -0.0950 | -26.52 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices