AEX-Index AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
11.64%
decreased by 0.57%
1 Week
12.07%
decreased by 0.14%
1 Month
13.44%
increased by 1.23%
Analysis last updated: Tuesday, June 9, 2026 at 04:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 2.91 | |
| 0.0945 | 37.98 | |
| 0.8813 | 359.85 | |
| 0.5310 | 18.42 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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