AEX Volatility Index EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 4th, 2021):
1 Day
100.08%
1 Week
99.97%
1 Month
99.67%
Analysis last updated: Monday, March 1, 2021 at 06:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1831 | 15.12 | |
| 0.1523 | 17.86 | |
| 0.9500 | 347.85 | |
| 0.1091 | 15.34 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
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