AEX Volatility Index APARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 4th, 2021):
1 Day
94.02%
1 Week
95.18%
1 Month
98.82%
Analysis last updated: Thursday, December 31, 2020 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1699 | 13.25 | |
| 0.0786 | 26.65 | |
| 0.9023 | 234.72 | |
| -0.8559 | -21.43 | |
| 0.7412 | 21.20 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
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