AEX-Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.42% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5498 | 7.62 | |
| 0.0919 | 39.96 | |
| 0.9888 | 622.30 | |
| 8.3236 | 6.68 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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