AEX-Index EGARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
12.02%
decreased by 0.43%
1 Week
12.27%
decreased by 0.18%
1 Month
13.16%
increased by 0.71%
Analysis last updated: Wednesday, June 10, 2026 at 04:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 4.59 | |
| 0.1605 | 38.58 | |
| 0.9774 | 964.86 | |
| -0.0954 | -26.69 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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