AEX-Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:13.53% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 18.47 | |
| 0.0233 | 8.37 | |
| 0.8921 | 413.19 | |
| 0.1301 | 24.35 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices