AEX-Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.89% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 19.48 | |
| 0.1069 | 46.50 | |
| 0.8764 | 336.82 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices