AEX-Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.57% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 32.58 | |
| 0.0890 | 35.09 | |
| 0.9042 | 407.12 | |
| 0.5907 | 19.94 | |
| 1.1734 | 43.10 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices