AEX-Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.12% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 4.63 | |
| 0.1608 | 38.59 | |
| 0.9775 | 966.84 | |
| -0.0951 | -26.53 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices