AEX Volatility Index GARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 4th, 2021):
1 Day
99.16%
1 Week
99.30%
1 Month
99.67%
Analysis last updated: Monday, March 1, 2021 at 06:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3295 | 23.11 | |
| 0.1071 | 30.71 | |
| 0.8346 | 170.47 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
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