AEX-Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
12.00%
decreased by 0.60%
1 Week
12.33%
decreased by 0.27%
1 Month
13.46%
increased by 0.86%
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 | |
|---|---|---|
| 0.0268 | 32.69 | |
| 0.0889 | 35.13 | |
| 0.9042 | 407.11 | |
| 0.5947 | 19.98 | |
| 1.1706 | 43.38 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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