AEX Volatility Index AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5221 | 12.33 | |
| 0.1021 | 36.22 | |
| 0.8207 | 218.04 | |
| -3.8177 | -25.49 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
News Impact Curve
Volatility Forecasts
Other AEX Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices